+50.3%
CDE vs VST
+1,219.3%
-1,169.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.3% | -1.0% | +3.9% |
| 7D | +23.5% | -0.5% | +24.0% | +22.5% |
| 30D | -4.0% | -17.1% | +13.1% | +1.4% |
| 3M | -5.4% | -4.6% | -0.8% | -5.1% |
| 6M | -11.3% | -9.1% | -2.2% | -9.7% |
| YTD | -7.6% | -16.6% | +9.0% | -4.2% |
| 1Y | +12.1% | -29.5% | +41.6% | +22.4% |
| 3Y | +652.0% | +297.5% | +354.5% | +350.0% |
| 5Y | +137.3% | +654.5% | -517.2% | +18.2% |
| 10Y | +50.3% | +1,205.2% | -1,155.0% | -21.7% |
| All | +50.3% | +1,219.3% | -1,169.1% | -21.7% |
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