+5.6%
CDE vs SO
+3.3%
+2.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.6% |
| 7D | +1.1% | +1.7% | -0.6% | +1.4% |
| 30D | -14.5% | +11.1% | -25.6% | -13.8% |
| 3M | -10.1% | +0.7% | -10.7% | -10.0% |
| 6M | -16.9% | -1.4% | -15.5% | -16.7% |
| YTD | -18.1% | +9.4% | -27.6% | -17.1% |
| 1Y | +5.6% | +3.7% | +1.9% | +15.7% |
| All | +5.6% | +3.3% | +2.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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