+202.9%
CDE vs STT
+158.4%
+44.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +1.0% | -2.9% | -2.5% |
| 30D | +15.7% | +2.8% | +12.9% | +13.7% |
| 3M | +30.5% | +18.1% | +12.4% | +18.8% |
| 6M | -7.4% | +59.2% | -66.6% | -28.5% |
| YTD | +17.9% | +51.5% | -33.6% | -6.5% |
| 1Y | +46.7% | +75.7% | -29.0% | +7.5% |
| 3Y | +851.3% | +200.8% | +650.5% | +419.6% |
| 5Y | +202.9% | +155.8% | +47.2% | +61.7% |
| All | +202.9% | +158.4% | +44.5% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling