-89.6%
CDE vs SAP
+2,233.8%
-2,323.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | +21.9% | +9.0% | +12.8% | +19.0% |
| 3M | +14.9% | +14.9% | 0.0% | +9.9% |
| 6M | -10.5% | +11.9% | -22.4% | -14.3% |
| YTD | +19.3% | -9.9% | +29.2% | +20.8% |
| 1Y | +50.8% | -19.5% | +70.3% | +57.2% |
| 3Y | +782.3% | +61.8% | +720.5% | +662.5% |
| 5Y | +191.7% | +56.2% | +135.5% | +153.2% |
| 10Y | +57.6% | +180.6% | -123.0% | +19.7% |
| All | -89.6% | +2,233.8% | -2,323.3% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling