+203.8%
CDE vs STLA
-63.6%
+267.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.3% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | +15.7% | -5.2% | +20.9% | +17.5% |
| 3M | +30.5% | -24.9% | +55.4% | +42.9% |
| 6M | -7.4% | -25.2% | +17.8% | +1.7% |
| YTD | +17.9% | -51.4% | +69.3% | +44.6% |
| 1Y | +46.7% | -40.7% | +87.4% | +62.9% |
| 3Y | +851.3% | -66.3% | +917.6% | +1,182.7% |
| All | +203.8% | -63.6% | +267.4% | +262.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling