+810.1%
CDE vs SAP
+56.3%
+753.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +15.7% | +0.3% | +15.4% | +15.5% |
| 3M | +30.5% | +16.9% | +13.6% | +22.2% |
| 6M | -7.4% | +6.3% | -13.7% | -9.2% |
| YTD | +17.9% | -12.4% | +30.3% | +27.2% |
| 1Y | +46.7% | -21.6% | +68.3% | +68.3% |
| All | +810.1% | +56.3% | +753.8% | +687.0% |
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