+153.0%
CDE vs SE
+569.0%
-416.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.5% |
| 7D | -2.0% | -3.6% | +1.7% | -1.2% |
| 30D | +15.7% | -5.3% | +21.0% | +16.8% |
| 3M | +30.5% | +28.1% | +2.4% | +23.5% |
| 6M | -7.4% | +20.7% | -28.0% | -11.4% |
| YTD | +17.9% | -14.8% | +32.7% | +21.0% |
| 1Y | +46.7% | -43.6% | +90.3% | +62.5% |
| 3Y | +851.3% | +184.2% | +667.1% | +651.6% |
| 5Y | +202.9% | -66.3% | +269.2% | +228.0% |
| All | +153.0% | +569.0% | -416.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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