-89.4%
CDE vs STT
+7,372.9%
-7,462.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +21.9% | +3.9% | +18.0% | +20.7% |
| 3M | +14.9% | +20.0% | -5.0% | +10.2% |
| 6M | -10.5% | +55.3% | -65.8% | -19.1% |
| YTD | +19.3% | +53.3% | -34.1% | +8.1% |
| 1Y | +50.8% | +74.7% | -23.9% | +32.9% |
| 3Y | +782.3% | +205.8% | +576.5% | +586.5% |
| 5Y | +191.7% | +145.0% | +46.7% | +135.4% |
| 10Y | +57.6% | +266.0% | -208.4% | +13.1% |
| All | -89.4% | +7,372.9% | -7,462.3% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling