+56.1%
CDE vs VIAV
+419.4%
-363.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | -0.1% |
| 7D | -3.1% | +11.2% | -14.3% | -7.2% |
| 30D | +9.5% | -10.1% | +19.6% | +12.7% |
| 3M | +25.5% | -22.9% | +48.4% | +33.7% |
| 6M | -7.9% | +28.8% | -36.7% | -21.8% |
| YTD | +15.6% | +117.5% | -101.9% | -23.7% |
| 1Y | +34.0% | +216.1% | -182.0% | -26.2% |
| 3Y | +791.9% | +292.2% | +499.7% | +328.4% |
| 5Y | +197.7% | +141.0% | +56.8% | +72.8% |
| All | +56.1% | +419.4% | -363.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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