-90.3%
CDE vs SPG
+5,319.3%
-5,409.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.2% |
| 30D | +18.8% | -4.9% | +23.8% | +21.1% |
| 3M | +23.5% | +3.3% | +20.2% | +21.5% |
| 6M | -8.6% | +11.2% | -19.9% | -12.5% |
| YTD | +16.0% | +17.1% | -1.1% | +8.8% |
| 1Y | +42.1% | +21.6% | +20.5% | +30.9% |
| 3Y | +835.9% | +111.9% | +724.0% | +605.9% |
| 5Y | +197.6% | +106.9% | +90.7% | +124.4% |
| 10Y | +39.6% | +62.2% | -22.6% | +1.0% |
| All | -90.3% | +5,319.3% | -5,409.6% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling