+34.0%
CDE vs SPYG
+17.9%
+16.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.5% |
| 7D | -3.1% | -0.9% | -2.2% | -1.3% |
| 30D | +9.5% | -1.5% | +11.0% | +13.0% |
| 3M | +25.5% | +3.7% | +21.8% | +17.2% |
| 6M | -7.9% | +16.4% | -24.3% | -29.4% |
| YTD | +15.6% | +13.3% | +2.2% | -7.0% |
| 1Y | +34.0% | +17.9% | +16.2% | -6.6% |
| All | +34.0% | +17.9% | +16.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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