+51.6%
CDE vs SWKS
+49.3%
+2.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -9.6% | +9.4% | -19.1% | -13.3% |
| 30D | -6.7% | +17.0% | -23.6% | -13.2% |
| 3M | -24.2% | +28.9% | -53.2% | -33.6% |
| 6M | -29.1% | +33.1% | -62.2% | -39.3% |
| YTD | -21.5% | +44.8% | -66.3% | -37.0% |
| 1Y | -7.4% | +36.2% | -43.6% | -23.6% |
| 3Y | +596.3% | +11.5% | +584.8% | +500.8% |
| 5Y | +95.7% | -37.1% | +132.8% | +111.3% |
| All | +51.6% | +49.3% | +2.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling