+57.6%
CDE vs S
-51.7%
+109.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -9.6% | +2.0% | -11.6% | -9.9% |
| 30D | -6.7% | -2.7% | -4.0% | -6.5% |
| 3M | -24.2% | -6.9% | -17.3% | -24.0% |
| 6M | -29.1% | +38.1% | -67.2% | -34.8% |
| YTD | -21.5% | +48.0% | -69.5% | -29.7% |
| 1Y | -7.4% | +34.5% | -41.8% | -15.6% |
| 3Y | +596.3% | +38.3% | +558.0% | +524.4% |
| 5Y | +95.7% | -70.9% | +166.6% | +97.5% |
| All | +57.6% | -51.7% | +109.3% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling