+144.7%
CDE vs VG
-51.4%
+196.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.7% | +5.7% |
| 7D | +18.1% | -22.0% | +40.1% | +19.0% |
| 30D | -6.2% | -11.6% | +5.4% | -6.0% |
| 3M | -1.2% | -14.9% | +13.7% | -0.9% |
| 6M | -17.4% | -3.5% | -13.9% | -18.8% |
| YTD | -13.1% | +70.0% | -83.1% | -25.5% |
| 1Y | +7.3% | +50.0% | -42.7% | -6.6% |
| All | +144.7% | -51.4% | +196.0% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling