-93.1%
CDE vs SAP
+2,448.5%
-2,541.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -9.6% | +0.6% | -10.3% | -9.7% |
| 30D | -6.7% | +6.5% | -13.2% | -8.4% |
| 3M | -24.2% | +12.2% | -36.5% | -26.7% |
| 6M | -29.1% | +46.1% | -75.2% | -36.9% |
| YTD | -21.5% | -1.6% | -19.9% | -22.6% |
| 1Y | -7.4% | -5.1% | -2.3% | -7.6% |
| 3Y | +596.3% | +68.4% | +527.9% | +494.5% |
| 5Y | +95.7% | +79.4% | +16.3% | +63.5% |
| 10Y | +53.0% | +230.5% | -177.5% | +11.2% |
| All | -93.1% | +2,448.5% | -2,541.6% | -95.8% |
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