+34.0%
CDE vs SPGI
-19.0%
+53.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.1% | -7.4% | +4.3% | -2.7% |
| 30D | +9.5% | +0.4% | +9.1% | +9.4% |
| 3M | +25.5% | +5.3% | +20.2% | +25.2% |
| 6M | -7.9% | +1.7% | -9.6% | -8.0% |
| YTD | +15.6% | -16.4% | +31.9% | +11.3% |
| 1Y | +34.0% | -20.5% | +54.5% | +37.6% |
| All | +34.0% | -19.0% | +53.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling