+18.4%
CDE vs SNY
+241.9%
-223.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.1% | -3.3% | +0.2% | -1.4% |
| 30D | +9.5% | -2.2% | +11.6% | +10.7% |
| 3M | +25.5% | -3.0% | +28.5% | +27.1% |
| 6M | -7.9% | +2.7% | -10.6% | -9.6% |
| YTD | +15.6% | -6.8% | +22.4% | +19.1% |
| 1Y | +34.0% | -5.3% | +39.3% | +36.3% |
| 3Y | +791.9% | -9.8% | +801.7% | +784.9% |
| 5Y | +197.7% | +9.7% | +188.1% | +162.3% |
| 10Y | +55.0% | +64.5% | -9.5% | +9.1% |
| All | +18.4% | +241.9% | -223.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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