-58.3%
CDE vs SGI
+2,032.3%
-2,090.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +15.7% | +5.5% | +10.2% | +13.7% |
| 3M | +30.5% | -3.6% | +34.1% | +32.1% |
| 6M | -7.4% | -15.0% | +7.6% | -2.6% |
| YTD | +17.9% | -23.0% | +40.9% | +28.1% |
| 1Y | +46.7% | -18.4% | +65.1% | +56.4% |
| 3Y | +851.3% | +57.8% | +793.5% | +732.8% |
| 5Y | +202.9% | +51.5% | +151.5% | +159.4% |
| 10Y | +58.2% | +275.2% | -217.0% | -8.7% |
| All | -58.3% | +2,032.3% | -2,090.6% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling