+56.1%
CDE vs STT
+271.9%
-215.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +9.5% | +1.7% | +7.7% | +8.5% |
| 3M | +25.5% | +17.9% | +7.6% | +17.2% |
| 6M | -7.9% | +55.3% | -63.2% | -23.0% |
| YTD | +15.6% | +52.7% | -37.1% | -2.7% |
| 1Y | +34.0% | +75.7% | -41.6% | +6.9% |
| 3Y | +791.9% | +197.9% | +594.0% | +479.1% |
| 5Y | +197.7% | +158.8% | +39.0% | +96.6% |
| All | +56.1% | +271.9% | -215.8% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling