-85.5%
CDE vs STZ
+9,075.1%
-9,160.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -1.5% |
| 7D | +2.3% | -7.4% | +9.7% | +4.0% |
| 30D | +18.8% | -10.9% | +29.7% | +21.7% |
| 3M | +23.5% | -13.4% | +36.9% | +27.1% |
| 6M | -8.6% | -16.2% | +7.6% | -5.6% |
| YTD | +16.0% | -10.4% | +26.5% | +17.6% |
| 1Y | +42.1% | -14.8% | +56.8% | +45.2% |
| 3Y | +835.9% | -50.1% | +886.0% | +973.3% |
| 5Y | +197.6% | -38.8% | +236.4% | +226.6% |
| 10Y | +39.6% | -14.1% | +53.7% | +40.2% |
| All | -85.5% | +9,075.1% | -9,160.5% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling