+54.3%
CDE vs STM
+660.7%
-606.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.5% |
| 7D | -6.1% | -1.1% | -5.0% | -5.7% |
| 30D | +9.5% | -7.8% | +17.3% | +13.0% |
| 3M | +32.0% | -28.2% | +60.2% | +48.8% |
| 6M | -12.8% | +52.0% | -64.8% | -28.7% |
| YTD | +14.2% | +96.4% | -82.2% | -16.2% |
| 1Y | +36.3% | +98.8% | -62.5% | -1.3% |
| 3Y | +821.4% | +18.3% | +803.1% | +682.4% |
| 5Y | +194.3% | +17.7% | +176.6% | +139.3% |
| All | +54.3% | +660.7% | -606.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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