+118.4%
CDE vs SW
-2.6%
+121.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.0% |
| 7D | +18.1% | +2.3% | +15.8% | +17.4% |
| 30D | -6.2% | +6.8% | -13.0% | -8.1% |
| 3M | -1.2% | -5.2% | +4.0% | +0.2% |
| 6M | -17.4% | +7.4% | -24.8% | -19.1% |
| YTD | -13.1% | +17.4% | -30.5% | -17.1% |
| 1Y | +7.3% | +27.1% | -19.8% | +0.4% |
| 3Y | +522.0% | +47.9% | +474.1% | +467.6% |
| All | +118.4% | -2.6% | +121.0% | +83.1% |
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