+56.1%
CDE vs SCHG
+459.0%
-402.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -3.1% | -1.0% | -2.1% | -2.0% |
| 30D | +9.5% | -1.3% | +10.7% | +11.0% |
| 3M | +25.5% | +5.4% | +20.0% | +19.6% |
| 6M | -7.9% | +14.4% | -22.3% | -17.9% |
| YTD | +15.6% | +8.0% | +7.5% | +9.5% |
| 1Y | +34.0% | +12.7% | +21.3% | +22.4% |
| 3Y | +791.9% | +85.6% | +706.3% | +414.5% |
| 5Y | +197.7% | +85.5% | +112.2% | +68.7% |
| All | +56.1% | +459.0% | -402.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling