+194.3%
CDE vs SAN
+379.7%
-185.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -6.1% | -2.8% | -3.3% | -4.5% |
| 30D | +9.5% | -0.5% | +10.0% | +9.8% |
| 3M | +32.0% | +22.7% | +9.3% | +17.8% |
| 6M | -12.8% | +28.8% | -41.6% | -23.8% |
| YTD | +14.2% | +26.3% | -12.1% | 0.0% |
| 1Y | +36.3% | +48.8% | -12.6% | +9.8% |
| 3Y | +821.4% | +347.2% | +474.2% | +327.6% |
| 5Y | +194.3% | +383.8% | -189.5% | +18.4% |
| All | +194.3% | +379.7% | -185.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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