-10.5%
CDE vs SW
+4.3%
-14.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.7% |
| 7D | +0.5% | -5.1% | +5.6% | +3.7% |
| 30D | +21.9% | -4.6% | +26.4% | +25.4% |
| 3M | +14.9% | +9.4% | +5.6% | +7.8% |
| 6M | -10.5% | +3.5% | -14.0% | -11.8% |
| All | -10.5% | +4.3% | -14.8% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling