+56.1%
CDE vs SGI
+270.1%
-214.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -3.1% | -4.5% | +1.3% | -1.6% |
| 30D | +9.5% | +4.2% | +5.3% | +7.9% |
| 3M | +25.5% | -7.4% | +32.9% | +28.8% |
| 6M | -7.9% | -15.1% | +7.2% | -2.7% |
| YTD | +15.6% | -24.7% | +40.2% | +27.2% |
| 1Y | +34.0% | -21.8% | +55.8% | +45.5% |
| 3Y | +791.9% | +50.0% | +741.9% | +690.9% |
| 5Y | +197.7% | +48.9% | +148.8% | +153.1% |
| All | +56.1% | +270.1% | -214.0% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling