+56.1%
CDE vs STZ
-11.3%
+67.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -3.1% | -4.5% | +1.4% | -1.6% |
| 30D | +9.5% | -8.6% | +18.1% | +12.7% |
| 3M | +25.5% | -13.8% | +39.3% | +31.6% |
| 6M | -7.9% | -17.2% | +9.3% | -2.6% |
| YTD | +15.6% | -9.4% | +24.9% | +16.9% |
| 1Y | +34.0% | -11.9% | +45.9% | +36.4% |
| 3Y | +791.9% | -49.6% | +841.5% | +1,027.7% |
| 5Y | +197.7% | -37.2% | +234.9% | +244.6% |
| All | +56.1% | -11.3% | +67.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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