+157.2%
CDE vs SNAP
-76.3%
+233.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -3.1% | +3.8% | -6.9% | -3.7% |
| 30D | +9.5% | +9.2% | +0.2% | +7.8% |
| 3M | +25.5% | +6.6% | +18.9% | +23.6% |
| 6M | -7.9% | +16.9% | -24.8% | -10.8% |
| YTD | +15.6% | -29.6% | +45.2% | +20.4% |
| 1Y | +34.0% | -22.1% | +56.1% | +37.2% |
| 3Y | +791.9% | -39.8% | +831.7% | +811.8% |
| 5Y | +197.7% | -92.4% | +290.1% | +256.7% |
| All | +157.2% | -76.3% | +233.6% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling