+38.7%
CDE vs SW
+182.7%
-144.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +5.9% |
| 7D | +18.1% | +2.3% | +15.8% | +17.7% |
| 30D | -6.2% | +6.8% | -13.0% | -7.3% |
| 3M | -1.2% | -5.2% | +4.0% | -0.4% |
| 6M | -17.4% | +7.4% | -24.8% | -18.3% |
| YTD | -13.1% | +17.4% | -30.5% | -15.3% |
| 1Y | +7.3% | +27.1% | -19.8% | +3.5% |
| 3Y | +522.0% | +47.9% | +474.1% | +495.6% |
| 5Y | +123.2% | -2.6% | +125.7% | +112.8% |
| All | +38.7% | +182.7% | -144.0% | -1.3% |
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