+50.8%
CDE vs SAP
-19.8%
+70.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.5% | -2.9% | +3.4% | +1.0% |
| 30D | +21.9% | +9.0% | +12.8% | +20.4% |
| 3M | +14.9% | +14.9% | 0.0% | +14.5% |
| 6M | -10.5% | +11.9% | -22.4% | -9.4% |
| YTD | +19.3% | -9.9% | +29.2% | +25.1% |
| 1Y | +50.8% | -19.5% | +70.3% | +53.3% |
| All | +50.8% | -19.8% | +70.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling