-93.0%
CDE vs SPGI
+15,052.7%
-15,145.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -9.6% | +1.2% | -10.9% | -10.0% |
| 30D | -6.7% | +15.9% | -22.6% | -11.5% |
| 3M | -24.2% | +12.3% | -36.5% | -27.5% |
| 6M | -29.1% | +23.7% | -52.8% | -34.7% |
| YTD | -21.5% | -3.5% | -18.0% | -21.8% |
| 1Y | -7.4% | +0.4% | -7.8% | -9.0% |
| 3Y | +596.3% | +29.9% | +566.4% | +522.2% |
| 5Y | +95.7% | +15.2% | +80.6% | +81.2% |
| 10Y | +53.0% | +337.2% | -284.2% | -8.0% |
| All | -93.0% | +15,052.7% | -15,145.7% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling