+51.6%
CDE vs VST
+1,139.0%
-1,087.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -9.6% | +6.6% | -16.2% | -11.5% |
| 30D | -6.7% | -12.4% | +5.7% | -3.2% |
| 3M | -24.2% | -9.0% | -15.2% | -22.8% |
| 6M | -29.1% | -6.4% | -22.7% | -28.5% |
| YTD | -21.5% | -17.2% | -4.3% | -18.4% |
| 1Y | -7.4% | -22.0% | +14.6% | -1.9% |
| 3Y | +596.3% | +296.7% | +299.6% | +313.5% |
| 5Y | +95.7% | +637.6% | -541.8% | -3.1% |
| All | +51.6% | +1,139.0% | -1,087.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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