-89.7%
CDE vs VSH
+1,656.4%
-1,746.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +2.3% | +6.2% | -3.9% | +0.9% |
| 30D | +18.8% | -11.1% | +29.9% | +21.7% |
| 3M | +23.5% | -44.9% | +68.4% | +39.4% |
| 6M | -8.6% | +90.0% | -98.6% | -22.8% |
| YTD | +16.0% | +118.8% | -102.8% | -5.2% |
| 1Y | +42.1% | +109.0% | -66.9% | +17.1% |
| 3Y | +835.9% | +35.6% | +800.3% | +730.5% |
| 5Y | +197.6% | +66.7% | +130.9% | +152.7% |
| 10Y | +39.6% | +167.9% | -128.4% | +7.0% |
| All | -89.7% | +1,656.4% | -1,746.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling