+45.0%
CDE vs STLA
+252.7%
-207.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.1% |
| 7D | +2.3% | +0.7% | +1.5% | +2.1% |
| 30D | +18.8% | -2.4% | +21.2% | +19.3% |
| 3M | +23.5% | -23.9% | +47.4% | +30.7% |
| 6M | -8.6% | -24.6% | +16.0% | -3.0% |
| YTD | +16.0% | -50.5% | +66.5% | +32.0% |
| 1Y | +42.1% | -39.8% | +81.9% | +53.5% |
| 3Y | +835.9% | -65.6% | +901.5% | +1,019.1% |
| 5Y | +197.6% | -62.1% | +259.7% | +243.7% |
| 10Y | +39.6% | +47.8% | -8.2% | +34.7% |
| All | +45.0% | +252.7% | -207.6% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling