-49.1%
CDE vs SBAC
+2,199.0%
-2,248.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +2.3% | -0.1% | +2.3% | +2.3% |
| 30D | +18.8% | +3.2% | +15.6% | +18.1% |
| 3M | +23.5% | -5.1% | +28.5% | +24.0% |
| 6M | -8.6% | -2.1% | -6.5% | -9.1% |
| YTD | +16.0% | -0.5% | +16.5% | +15.0% |
| 1Y | +42.1% | +1.1% | +40.9% | +40.3% |
| 3Y | +835.9% | -7.4% | +843.3% | +836.3% |
| 5Y | +197.6% | -44.3% | +241.9% | +221.9% |
| 10Y | +39.6% | +77.6% | -38.0% | +28.4% |
| All | -49.1% | +2,199.0% | -2,248.1% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling