+201.6%
CDE vs SW
-2.3%
+203.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | +0.5% | -5.1% | +5.6% | +1.9% |
| 30D | +21.9% | -4.6% | +26.4% | +23.5% |
| 3M | +14.9% | +9.4% | +5.6% | +12.2% |
| 6M | -10.5% | +3.5% | -14.0% | -11.6% |
| YTD | +19.3% | +22.0% | -2.8% | +13.1% |
| 1Y | +50.8% | +2.2% | +48.6% | +48.2% |
| 3Y | +782.3% | +19.6% | +762.7% | +729.5% |
| All | +201.6% | -2.3% | +203.9% | +156.5% |
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