+194.3%
CDE vs SPGI
+0.1%
+194.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.3% |
| 7D | -6.1% | -8.9% | +2.9% | -2.0% |
| 30D | +9.5% | +0.6% | +8.8% | +8.8% |
| 3M | +32.0% | +2.0% | +30.0% | +29.7% |
| 6M | -12.8% | +0.1% | -12.9% | -13.8% |
| YTD | +14.2% | -16.4% | +30.6% | +22.3% |
| 1Y | +36.3% | -18.9% | +55.2% | +47.6% |
| 3Y | +821.4% | +13.8% | +807.6% | +710.4% |
| 5Y | +194.3% | +0.5% | +193.7% | +144.9% |
| All | +194.3% | +0.1% | +194.2% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling