+189.0%
CDE vs VSH
+74.2%
+114.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -5.0% | -1.4% |
| 7D | -3.1% | +4.8% | -7.9% | -5.0% |
| 30D | +9.5% | -0.7% | +10.2% | +9.4% |
| 3M | +25.5% | -43.1% | +68.5% | +54.3% |
| 6M | -7.9% | +91.8% | -99.7% | -36.9% |
| YTD | +15.6% | +131.6% | -116.1% | -28.2% |
| 1Y | +34.0% | +118.1% | -84.0% | -14.7% |
| 3Y | +791.9% | +40.9% | +751.0% | +592.0% |
| All | +189.0% | +74.2% | +114.8% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling