+7.3%
CDE vs SW
+26.7%
-19.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.2% |
| 7D | +18.1% | +2.3% | +15.8% | +16.9% |
| 30D | -6.2% | +6.8% | -13.0% | -9.3% |
| 3M | -1.2% | -5.2% | +4.0% | +1.3% |
| 6M | -17.4% | +7.4% | -24.8% | -20.9% |
| YTD | -13.1% | +17.4% | -30.5% | -20.0% |
| 1Y | +7.3% | +27.1% | -19.8% | -3.6% |
| All | +7.3% | +26.7% | -19.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling