+117.1%
CDE vs SW
+2.5%
+114.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -7.2% |
| 7D | +14.0% | +2.2% | +11.9% | +13.4% |
| 30D | -10.7% | +7.4% | -18.2% | -12.6% |
| 3M | -15.8% | -5.9% | -9.8% | -14.5% |
| 6M | -17.5% | +9.0% | -26.5% | -19.5% |
| YTD | -14.1% | +18.1% | -32.3% | -18.2% |
| 1Y | +2.9% | +28.7% | -25.7% | -4.0% |
| 3Y | +625.5% | +48.8% | +576.7% | +560.3% |
| 5Y | +117.1% | +2.5% | +114.7% | +82.3% |
| All | +117.1% | +2.5% | +114.7% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling