+791.9%
CDE vs SRE
+28.3%
+763.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | +9.5% | -3.0% | +12.5% | +10.6% |
| 3M | +25.5% | -8.3% | +33.8% | +30.1% |
| 6M | -7.9% | -8.9% | +1.0% | -4.5% |
| YTD | +15.6% | -4.3% | +19.8% | +16.4% |
| 1Y | +34.0% | +2.7% | +31.3% | +29.8% |
| 3Y | +791.9% | +28.7% | +763.2% | +518.0% |
| All | +791.9% | +28.3% | +763.6% | +518.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling