-81.8%
CDE vs SPY
+3,074.3%
-3,156.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | +2.3% | +0.5% | +1.7% | +1.9% |
| 30D | +18.8% | -0.9% | +19.7% | +19.8% |
| 3M | +23.5% | +3.9% | +19.6% | +20.6% |
| 6M | -8.6% | +14.5% | -23.2% | -16.7% |
| YTD | +16.0% | +12.9% | +3.1% | +7.5% |
| 1Y | +42.1% | +19.4% | +22.7% | +26.6% |
| 3Y | +835.9% | +78.5% | +757.4% | +527.3% |
| 5Y | +197.6% | +81.8% | +115.8% | +99.7% |
| 10Y | +39.6% | +311.5% | -272.0% | -44.6% |
| All | -81.8% | +3,074.3% | -3,156.1% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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