+34.0%
CDE vs STZ
-11.8%
+45.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -3.1% | -4.5% | +1.4% | -3.2% |
| 30D | +9.5% | -8.6% | +18.1% | +9.1% |
| 3M | +25.5% | -13.8% | +39.3% | +25.1% |
| 6M | -7.9% | -17.2% | +9.3% | -7.6% |
| YTD | +15.6% | -9.4% | +24.9% | +12.9% |
| 1Y | +34.0% | -11.9% | +45.9% | +28.8% |
| All | +34.0% | -11.8% | +45.9% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling