-89.7%
CDE vs SO
+6,037.0%
-6,126.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +18.8% | -3.2% | +22.0% | +19.8% |
| 3M | +23.5% | -1.7% | +25.2% | +23.8% |
| 6M | -8.6% | -7.2% | -1.4% | -7.2% |
| YTD | +16.0% | +4.6% | +11.4% | +14.1% |
| 1Y | +42.1% | +1.2% | +40.8% | +40.9% |
| 3Y | +835.9% | +45.3% | +790.6% | +738.0% |
| 5Y | +197.6% | +58.7% | +138.9% | +161.8% |
| 10Y | +39.6% | +155.9% | -116.3% | +12.9% |
| All | -89.7% | +6,037.0% | -6,126.7% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling