+56.1%
CDE vs SRE
+122.3%
-66.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | +9.5% | -3.0% | +12.5% | +10.9% |
| 3M | +25.5% | -8.3% | +33.8% | +31.1% |
| 6M | -7.9% | -8.9% | +1.0% | -3.8% |
| YTD | +15.6% | -4.3% | +19.8% | +16.7% |
| 1Y | +34.0% | +2.7% | +31.3% | +29.3% |
| 3Y | +791.9% | +28.7% | +763.2% | +617.9% |
| 5Y | +197.7% | +47.1% | +150.6% | +124.1% |
| All | +56.1% | +122.3% | -66.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling