+194.3%
CDE vs SBAC
-45.4%
+239.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.0% |
| 7D | -6.1% | -5.3% | -0.8% | -4.0% |
| 30D | +9.5% | +0.4% | +9.1% | +9.2% |
| 3M | +32.0% | -11.9% | +43.9% | +37.9% |
| 6M | -12.8% | -4.5% | -8.3% | -13.2% |
| YTD | +14.2% | -4.3% | +18.5% | +12.9% |
| 1Y | +36.3% | -3.9% | +40.2% | +33.9% |
| 3Y | +821.4% | -11.0% | +832.4% | +823.5% |
| 5Y | +194.3% | -44.1% | +238.3% | +267.7% |
| All | +194.3% | -45.4% | +239.6% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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