-89.4%
CDE vs SPGI
+14,090.3%
-14,179.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +21.9% | +8.4% | +13.5% | +18.3% |
| 3M | +14.9% | +11.8% | +3.1% | +9.9% |
| 6M | -10.5% | +5.7% | -16.2% | -13.0% |
| YTD | +19.3% | -9.7% | +28.9% | +21.8% |
| 1Y | +50.8% | -12.5% | +63.3% | +54.7% |
| 3Y | +782.3% | +21.8% | +760.5% | +706.4% |
| 5Y | +191.7% | +8.2% | +183.5% | +175.6% |
| 10Y | +57.6% | +309.5% | -251.9% | -2.7% |
| All | -89.4% | +14,090.3% | -14,179.7% | -95.7% |
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