-7.4%
CDE vs STT
+46.7%
-54.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -9.6% | +4.8% | -14.4% | -13.1% |
| 30D | -6.7% | +3.9% | -10.6% | -9.6% |
| 3M | -24.2% | -8.2% | -16.1% | -19.2% |
| 6M | -29.1% | +15.6% | -44.7% | -37.2% |
| YTD | -21.5% | +37.6% | -59.1% | -42.1% |
| 1Y | -7.4% | +50.1% | -57.5% | -38.3% |
| All | -7.4% | +46.7% | -54.1% | -38.3% |
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