+53.6%
CDE vs NWSA
+120.6%
-67.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -2.8% |
| 7D | -6.1% | -4.8% | -1.3% | -3.9% |
| 30D | +9.5% | +3.0% | +6.5% | +8.0% |
| 3M | +32.0% | +9.3% | +22.7% | +25.3% |
| 6M | -12.8% | +23.2% | -36.0% | -22.1% |
| YTD | +14.2% | +13.3% | +0.9% | +5.4% |
| 1Y | +36.3% | +2.9% | +33.4% | +31.5% |
| 3Y | +821.4% | +43.3% | +778.1% | +662.4% |
| 5Y | +194.3% | +40.9% | +153.4% | +139.1% |
| 10Y | +53.2% | +148.1% | -94.9% | -8.7% |
| All | +53.6% | +120.6% | -67.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling