+63.0%
CDE vs SW
+185.0%
-122.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +3.1% | -2.6% | +5.7% | +3.5% |
| 30D | -10.3% | +7.2% | -17.5% | -11.4% |
| 3M | -19.1% | -10.5% | -8.7% | -17.7% |
| 6M | -24.0% | +9.9% | -33.9% | -25.1% |
| YTD | -15.6% | +17.2% | -32.8% | -17.7% |
| 1Y | -1.1% | +26.5% | -27.6% | -4.5% |
| 3Y | +613.1% | +47.7% | +565.5% | +583.0% |
| 5Y | +109.3% | +0.2% | +109.1% | +99.5% |
| All | +63.0% | +185.0% | -122.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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