-89.7%
CDE vs SAN
+2,106.1%
-2,195.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | +2.3% | +3.3% | -1.1% | +1.2% |
| 30D | +18.8% | +1.1% | +17.7% | +18.3% |
| 3M | +23.5% | +22.2% | +1.3% | +15.8% |
| 6M | -8.6% | +36.0% | -44.7% | -16.9% |
| YTD | +16.0% | +28.2% | -12.2% | +7.2% |
| 1Y | +42.1% | +54.1% | -12.1% | +24.1% |
| 3Y | +835.9% | +354.2% | +481.6% | +475.0% |
| 5Y | +197.6% | +387.3% | -189.7% | +75.2% |
| 10Y | +39.6% | +334.8% | -295.3% | -21.4% |
| All | -89.7% | +2,106.1% | -2,195.7% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling