+203.8%
CDE vs SO
+58.2%
+145.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +2.0% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +15.7% | -2.5% | +18.2% | +17.1% |
| 3M | +30.5% | -4.2% | +34.7% | +32.6% |
| 6M | -7.4% | -7.7% | +0.3% | -4.2% |
| YTD | +17.9% | +3.8% | +14.1% | +13.7% |
| 1Y | +46.7% | +0.1% | +46.7% | +44.5% |
| 3Y | +851.3% | +44.2% | +807.1% | +582.6% |
| All | +203.8% | +58.2% | +145.6% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling