+781.5%
CDE vs SO
+43.5%
+738.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.9% |
| 7D | -6.1% | -1.1% | -4.9% | -5.7% |
| 30D | +9.5% | -3.7% | +13.2% | +10.9% |
| 3M | +32.0% | -5.9% | +37.9% | +34.3% |
| 6M | -12.8% | -7.3% | -5.5% | -10.8% |
| YTD | +14.2% | +3.1% | +11.1% | +11.2% |
| 1Y | +36.3% | -1.0% | +37.3% | +35.4% |
| All | +781.5% | +43.5% | +738.1% | +426.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling