+56.1%
CDE vs VSH
+196.4%
-140.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -5.0% | -1.4% |
| 7D | -3.1% | +4.8% | -7.9% | -5.1% |
| 30D | +9.5% | -0.7% | +10.2% | +9.4% |
| 3M | +25.5% | -43.1% | +68.5% | +55.0% |
| 6M | -7.9% | +91.8% | -99.7% | -36.4% |
| YTD | +15.6% | +131.6% | -116.1% | -27.4% |
| 1Y | +34.0% | +118.1% | -84.0% | -13.9% |
| 3Y | +791.9% | +40.9% | +751.0% | +567.8% |
| 5Y | +197.7% | +75.8% | +122.0% | +96.9% |
| All | +56.1% | +196.4% | -140.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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