+5.6%
CDE vs STT
+53.6%
-47.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +6.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.3% |
| 30D | -14.5% | -1.7% | -12.8% | -13.0% |
| 3M | -10.1% | -6.4% | -3.7% | -5.3% |
| 6M | -16.9% | +17.7% | -34.6% | -27.2% |
| YTD | -18.1% | +36.9% | -55.0% | -39.4% |
| 1Y | +5.6% | +52.0% | -46.4% | -32.3% |
| All | +5.6% | +53.6% | -47.9% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling