-67.0%
CDE vs SRE
+1,544.3%
-1,611.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | -2.0% | +1.5% | -3.4% | -2.6% |
| 30D | +15.7% | +0.8% | +14.9% | +14.8% |
| 3M | +30.5% | -5.8% | +36.3% | +33.3% |
| 6M | -7.4% | -7.8% | +0.4% | -4.8% |
| YTD | +17.9% | -2.4% | +20.3% | +17.9% |
| 1Y | +46.7% | +8.9% | +37.8% | +39.6% |
| 3Y | +851.3% | +31.1% | +820.2% | +721.3% |
| 5Y | +202.9% | +48.6% | +154.3% | +150.3% |
| 10Y | +58.2% | +126.1% | -67.9% | +9.4% |
| All | -67.0% | +1,544.3% | -1,611.3% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling