+55.1%
CDE vs SPYG
+553.6%
-498.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | -6.1% | -1.8% | -4.2% | -4.7% |
| 30D | +9.5% | -1.9% | +11.4% | +11.3% |
| 3M | +32.0% | +5.2% | +26.8% | +27.8% |
| 6M | -12.8% | +15.6% | -28.3% | -20.5% |
| YTD | +14.2% | +12.4% | +1.8% | +6.8% |
| 1Y | +36.3% | +17.5% | +18.8% | +23.9% |
| 3Y | +821.4% | +98.1% | +723.3% | +478.4% |
| 5Y | +194.3% | +84.9% | +109.3% | +93.6% |
| 10Y | +53.2% | +417.7% | -364.5% | -48.1% |
| All | +55.1% | +553.6% | -498.5% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling