+34.0%
CDE vs SN
+38.1%
-4.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | -3.1% | -7.3% | +4.1% | +0.3% |
| 30D | +9.5% | -13.6% | +23.1% | +16.9% |
| 3M | +25.5% | +18.6% | +6.9% | +14.9% |
| 6M | -7.9% | +46.0% | -53.9% | -25.0% |
| YTD | +15.6% | +43.7% | -28.1% | -5.7% |
| 1Y | +34.0% | +39.2% | -5.1% | +12.2% |
| All | +34.0% | +38.1% | -4.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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