+781.5%
CDE vs SN
+349.8%
+431.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.8% | -1.4% |
| 7D | -6.1% | -7.2% | +1.2% | -2.9% |
| 30D | +9.5% | -13.4% | +22.8% | +16.4% |
| 3M | +32.0% | +26.8% | +5.2% | +17.9% |
| 6M | -12.8% | +44.6% | -57.4% | -27.0% |
| YTD | +14.2% | +45.3% | -31.1% | -4.8% |
| 1Y | +36.3% | +40.1% | -3.8% | +14.3% |
| All | +781.5% | +349.8% | +431.7% | +380.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling