+111.0%
CDE vs SW
-1.6%
+112.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +4.2% | +4.7% | -0.5% | +2.9% |
| 30D | -14.8% | +5.0% | -19.8% | -16.0% |
| 3M | -16.1% | -7.3% | -8.7% | -14.3% |
| 6M | -14.5% | +15.0% | -29.5% | -17.6% |
| YTD | -17.9% | +18.5% | -36.4% | -21.8% |
| 1Y | +3.2% | +27.1% | -23.9% | -3.5% |
| 3Y | +467.7% | +49.3% | +418.4% | +416.7% |
| 5Y | +111.0% | -1.6% | +112.7% | +76.9% |
| All | +111.0% | -1.6% | +112.7% | +76.9% |
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