+56.1%
CDE vs STLA
+55.1%
+1.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -3.1% | -2.9% | -0.2% | -2.2% |
| 30D | +9.5% | +0.9% | +8.5% | +9.0% |
| 3M | +25.5% | -21.6% | +47.1% | +35.0% |
| 6M | -7.9% | -21.6% | +13.7% | -0.6% |
| YTD | +15.6% | -50.4% | +66.0% | +39.6% |
| 1Y | +34.0% | -43.6% | +77.6% | +52.8% |
| 3Y | +791.9% | -66.4% | +858.3% | +1,071.5% |
| 5Y | +197.7% | -62.3% | +260.0% | +264.3% |
| All | +56.1% | +55.1% | +1.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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