+781.5%
CDE vs SGI
+50.3%
+731.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.1% |
| 7D | -6.1% | -4.9% | -1.1% | -2.9% |
| 30D | +9.5% | +1.6% | +7.9% | +8.1% |
| 3M | +32.0% | -3.2% | +35.2% | +34.5% |
| 6M | -12.8% | -16.0% | +3.2% | -3.2% |
| YTD | +14.2% | -25.4% | +39.6% | +37.1% |
| 1Y | +36.3% | -21.6% | +57.9% | +58.0% |
| All | +781.5% | +50.3% | +731.2% | +544.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling