+596.3%
CDE vs STT
+182.6%
+413.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -9.6% | +4.8% | -14.4% | -12.6% |
| 30D | -6.7% | +3.9% | -10.6% | -9.2% |
| 3M | -24.2% | -8.2% | -16.1% | -19.6% |
| 6M | -29.1% | +15.6% | -44.7% | -35.9% |
| YTD | -21.5% | +37.6% | -59.1% | -37.4% |
| 1Y | -7.4% | +50.1% | -57.5% | -30.4% |
| 3Y | +596.3% | +183.1% | +413.2% | +204.5% |
| All | +596.3% | +182.6% | +413.7% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling