+56.1%
CDE vs SO
+159.0%
-102.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.6% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | +9.5% | -5.0% | +14.5% | +12.8% |
| 3M | +25.5% | -5.8% | +31.3% | +29.3% |
| 6M | -7.9% | -7.9% | 0.0% | -4.2% |
| YTD | +15.6% | +2.4% | +13.1% | +12.2% |
| 1Y | +34.0% | -2.3% | +36.3% | +33.9% |
| 3Y | +791.9% | +41.9% | +750.0% | +580.9% |
| 5Y | +197.7% | +58.1% | +139.7% | +112.2% |
| All | +56.1% | +159.0% | -102.9% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling