+50.8%
CDE vs SITM
+174.8%
-124.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -2.8% |
| 7D | +0.5% | +9.7% | -9.2% | -0.8% |
| 30D | +21.9% | +12.7% | +9.2% | +18.1% |
| 3M | +14.9% | -13.4% | +28.4% | +16.1% |
| 6M | -10.5% | +59.6% | -70.1% | -21.0% |
| YTD | +19.3% | +73.3% | -54.0% | +3.2% |
| 1Y | +50.8% | +165.5% | -114.7% | +13.9% |
| All | +50.8% | +174.8% | -124.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling