+198.6%
CDE vs SITM
+4,532.8%
-4,334.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.6% |
| 7D | -6.1% | +4.8% | -10.9% | -7.2% |
| 30D | +9.5% | -9.7% | +19.2% | +11.5% |
| 3M | +32.0% | -9.3% | +41.3% | +30.8% |
| 6M | -12.8% | +69.5% | -82.3% | -27.4% |
| YTD | +14.2% | +70.5% | -56.3% | -6.9% |
| 1Y | +36.3% | +145.3% | -109.0% | -0.3% |
| 3Y | +821.4% | +432.8% | +388.6% | +417.4% |
| 5Y | +194.3% | +174.0% | +20.2% | +68.2% |
| All | +198.6% | +4,532.8% | -4,334.3% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling