+51.6%
CDE vs STM
+470.7%
-419.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -9.6% | +12.0% | -21.6% | -13.8% |
| 30D | -6.7% | -0.4% | -6.3% | -7.3% |
| 3M | -24.2% | -13.2% | -11.0% | -20.7% |
| 6M | -29.1% | -26.1% | -3.0% | -22.1% |
| YTD | -21.5% | +81.2% | -102.7% | -41.2% |
| 1Y | -7.4% | +98.3% | -105.7% | -33.3% |
| 3Y | +596.3% | +16.7% | +579.6% | +489.6% |
| 5Y | +95.7% | -4.8% | +100.6% | +72.3% |
| All | +51.6% | +470.7% | -419.1% | -33.7% |
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