+194.3%
CDE vs SAP
+52.7%
+141.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | -6.1% | -5.1% | -0.9% | -3.5% |
| 30D | +9.5% | -1.8% | +11.3% | +10.4% |
| 3M | +32.0% | +20.9% | +11.1% | +18.5% |
| 6M | -12.8% | +7.0% | -19.8% | -16.7% |
| YTD | +14.2% | -13.7% | +27.9% | +22.4% |
| 1Y | +36.3% | -19.6% | +55.9% | +51.7% |
| 3Y | +821.4% | +52.4% | +769.0% | +560.9% |
| 5Y | +194.3% | +54.4% | +139.8% | +78.7% |
| All | +194.3% | +52.7% | +141.5% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling