+194.3%
CDE vs S
-70.4%
+264.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.5% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | +9.5% | -11.8% | +21.3% | +11.7% |
| 3M | +32.0% | +33.9% | -1.9% | +22.9% |
| 6M | -12.8% | +40.1% | -52.9% | -20.7% |
| YTD | +14.2% | +32.1% | -17.9% | +5.0% |
| 1Y | +36.3% | +11.0% | +25.3% | +29.6% |
| 3Y | +821.4% | +16.9% | +804.5% | +753.5% |
| 5Y | +194.3% | -68.9% | +263.2% | +208.3% |
| All | +194.3% | -70.4% | +264.7% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling