+781.5%
CDE vs STLA
-66.9%
+848.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -6.1% | -3.8% | -2.2% | -5.1% |
| 30D | +9.5% | -3.1% | +12.6% | +10.2% |
| 3M | +32.0% | -19.6% | +51.6% | +39.2% |
| 6M | -12.8% | -23.5% | +10.7% | -6.6% |
| YTD | +14.2% | -51.5% | +65.7% | +32.9% |
| 1Y | +36.3% | -39.7% | +76.0% | +44.8% |
| All | +781.5% | -66.9% | +848.4% | +1,079.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling