+165.5%
CDE vs SNAP
-77.2%
+242.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +21.9% | +2.6% | +19.2% | +21.3% |
| 3M | +14.9% | -9.9% | +24.8% | +16.3% |
| 6M | -10.5% | +1.9% | -12.4% | -11.6% |
| YTD | +19.3% | -32.2% | +51.5% | +25.0% |
| 1Y | +50.8% | -22.8% | +73.7% | +54.7% |
| 3Y | +782.3% | -47.6% | +829.9% | +818.4% |
| 5Y | +191.7% | -92.7% | +284.4% | +251.9% |
| All | +165.5% | -77.2% | +242.7% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling