+95.6%
CDE vs VST
+1,191.1%
-1,095.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -2.0% | +5.3% | -7.3% | -3.7% |
| 30D | +15.7% | +5.8% | +9.9% | +13.6% |
| 3M | +30.5% | +3.5% | +27.0% | +28.7% |
| 6M | -7.4% | -7.4% | 0.0% | -5.4% |
| YTD | +17.9% | -6.1% | +24.0% | +19.0% |
| 1Y | +46.7% | -21.6% | +68.3% | +56.4% |
| 3Y | +851.3% | +357.2% | +494.1% | +455.2% |
| 5Y | +202.9% | +777.0% | -574.1% | +47.5% |
| All | +95.6% | +1,191.1% | -1,095.5% | -4.0% |
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