+141.8%
CDE vs VG
-49.4%
+191.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.7% | -8.7% | -7.1% |
| 7D | +14.0% | -7.7% | +21.7% | +14.3% |
| 30D | -10.7% | -8.8% | -1.9% | -10.6% |
| 3M | -15.8% | -15.6% | -0.1% | -15.4% |
| 6M | -17.5% | +5.2% | -22.7% | -19.4% |
| YTD | -14.1% | +76.9% | -91.1% | -26.4% |
| 1Y | +2.9% | +42.5% | -39.6% | -9.1% |
| All | +141.8% | -49.4% | +191.2% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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