+860.0%
CDE vs VLTO
+25.1%
+834.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.0% |
| 7D | -2.0% | -2.6% | +0.6% | -0.9% |
| 30D | +15.7% | -2.5% | +18.2% | +17.0% |
| 3M | +30.5% | +10.1% | +20.4% | +24.5% |
| 6M | -7.4% | +1.0% | -8.4% | -8.0% |
| YTD | +17.9% | -4.8% | +22.7% | +20.2% |
| 1Y | +46.7% | -9.3% | +56.0% | +52.6% |
| All | +860.0% | +25.1% | +834.9% | +798.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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