-66.7%
CDE vs VIG
+614.0%
-680.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +2.4% |
| 7D | -2.0% | -1.2% | -0.8% | -0.3% |
| 30D | +15.7% | -2.8% | +18.5% | +20.4% |
| 3M | +30.5% | +2.5% | +28.1% | +26.9% |
| 6M | -7.4% | +8.1% | -15.5% | -15.6% |
| YTD | +17.9% | +9.6% | +8.3% | +6.2% |
| 1Y | +46.7% | +14.2% | +32.6% | +25.7% |
| 3Y | +851.3% | +56.1% | +795.2% | +447.2% |
| 5Y | +202.9% | +62.8% | +140.1% | +66.6% |
| 10Y | +58.2% | +248.2% | -190.0% | -70.2% |
| All | -66.7% | +614.0% | -680.7% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling