-89.9%
CDE vs SIRI
-16.9%
-73.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.1% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | +9.5% | +2.5% | +7.0% | +9.3% |
| 3M | +25.5% | +6.6% | +18.9% | +24.8% |
| 6M | -7.9% | +32.9% | -40.8% | -10.1% |
| YTD | +15.6% | +50.5% | -34.9% | +11.3% |
| 1Y | +34.0% | +28.0% | +6.1% | +30.7% |
| 3Y | +791.9% | -22.4% | +814.3% | +797.4% |
| 5Y | +197.7% | -41.3% | +239.0% | +202.7% |
| 10Y | +55.0% | -10.4% | +65.5% | +52.9% |
| All | -89.9% | -16.9% | -73.0% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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