+189.0%
CDE vs SPG
+106.0%
+82.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -3.1% | -1.2% | -2.0% | -2.5% |
| 30D | +9.5% | -6.1% | +15.6% | +13.9% |
| 3M | +25.5% | -3.6% | +29.1% | +27.6% |
| 6M | -7.9% | +10.4% | -18.3% | -14.6% |
| YTD | +15.6% | +14.4% | +1.2% | +4.4% |
| 1Y | +34.0% | +16.5% | +17.5% | +18.9% |
| 3Y | +791.9% | +106.8% | +685.1% | +437.9% |
| All | +189.0% | +106.0% | +82.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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