+791.9%
CDE vs STZ
-49.6%
+841.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -3.1% | -4.5% | +1.4% | -2.2% |
| 30D | +9.5% | -8.6% | +18.1% | +11.3% |
| 3M | +25.5% | -13.8% | +39.3% | +29.1% |
| 6M | -7.9% | -17.2% | +9.3% | -4.5% |
| YTD | +15.6% | -9.4% | +24.9% | +15.1% |
| 1Y | +34.0% | -11.9% | +45.9% | +34.4% |
| 3Y | +791.9% | -49.6% | +841.5% | +1,081.7% |
| All | +791.9% | -49.6% | +841.5% | +1,081.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling