+50.8%
CDE vs SGI
-17.2%
+68.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | +0.5% | +8.5% | -8.0% | -5.0% |
| 30D | +21.9% | +0.7% | +21.2% | +21.4% |
| 3M | +14.9% | +0.6% | +14.3% | +14.1% |
| 6M | -10.5% | -17.9% | +7.4% | +1.2% |
| YTD | +19.3% | -21.2% | +40.4% | +39.4% |
| 1Y | +50.8% | -18.9% | +69.7% | +82.1% |
| All | +50.8% | -17.2% | +68.0% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling