+596.3%
CDE vs SAP
+69.7%
+526.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -9.6% | +0.6% | -10.3% | -9.8% |
| 30D | -6.7% | +6.5% | -13.2% | -9.4% |
| 3M | -24.2% | +12.2% | -36.5% | -28.1% |
| 6M | -29.1% | +46.1% | -75.2% | -40.8% |
| YTD | -21.5% | -1.6% | -19.9% | -19.3% |
| 1Y | -7.4% | -5.1% | -2.3% | -2.4% |
| 3Y | +596.3% | +68.4% | +527.9% | +314.7% |
| All | +596.3% | +69.7% | +526.6% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling