+56.1%
CDE vs SAP
+176.2%
-120.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -4.1% | +1.0% | -0.8% |
| 30D | +9.5% | +1.1% | +8.4% | +8.7% |
| 3M | +25.5% | +26.1% | -0.6% | +8.2% |
| 6M | -7.9% | +9.8% | -17.7% | -14.9% |
| YTD | +15.6% | -13.6% | +29.1% | +22.0% |
| 1Y | +34.0% | -18.7% | +52.7% | +46.2% |
| 3Y | +791.9% | +54.1% | +737.8% | +532.8% |
| 5Y | +197.7% | +54.7% | +143.0% | +103.1% |
| All | +56.1% | +176.2% | -120.1% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling