+185.6%
CDE vs SGI
+45.9%
+139.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.5% |
| 7D | -6.1% | -4.9% | -1.1% | -3.6% |
| 30D | +9.5% | +1.6% | +7.9% | +8.4% |
| 3M | +32.0% | -3.2% | +35.2% | +34.2% |
| 6M | -12.8% | -16.0% | +3.2% | -5.0% |
| YTD | +14.2% | -25.4% | +39.6% | +32.3% |
| 1Y | +36.3% | -21.6% | +57.9% | +53.6% |
| 3Y | +821.4% | +52.9% | +768.5% | +646.4% |
| All | +185.6% | +45.9% | +139.7% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling