-7.9%
CDE vs SITM
+79.8%
-87.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.4% | +0.4% |
| 7D | -3.1% | +3.9% | -7.0% | -3.6% |
| 30D | +9.5% | -6.6% | +16.1% | +10.1% |
| 3M | +25.5% | -11.9% | +37.4% | +27.8% |
| 6M | -7.9% | +81.1% | -89.0% | -37.2% |
| All | -7.9% | +79.8% | -87.7% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling