+522.0%
CDE vs SW
+39.0%
+483.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.1% |
| 7D | +18.1% | +2.3% | +15.8% | +17.1% |
| 30D | -6.2% | +6.8% | -13.0% | -9.0% |
| 3M | -1.2% | -5.2% | +4.0% | +0.8% |
| 6M | -17.4% | +7.4% | -24.8% | -20.2% |
| YTD | -13.1% | +17.4% | -30.5% | -19.7% |
| 1Y | +7.3% | +27.1% | -19.8% | -3.9% |
| 3Y | +522.0% | +47.9% | +474.1% | +435.3% |
| All | +522.0% | +39.0% | +483.0% | +435.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling