+56.1%
CDE vs SHW
+288.7%
-232.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.3% |
| 7D | -3.1% | -3.1% | 0.0% | -1.6% |
| 30D | +9.5% | -10.0% | +19.5% | +15.4% |
| 3M | +25.5% | +2.3% | +23.2% | +24.0% |
| 6M | -7.9% | +0.7% | -8.6% | -8.1% |
| YTD | +15.6% | +0.5% | +15.1% | +15.3% |
| 1Y | +34.0% | -11.5% | +45.5% | +41.5% |
| 3Y | +791.9% | +21.3% | +770.6% | +705.0% |
| 5Y | +197.7% | +12.5% | +185.2% | +168.9% |
| All | +56.1% | +288.7% | -232.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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