+201.6%
CDE vs VST
+761.6%
-560.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.3% |
| 7D | +0.5% | +8.9% | -8.4% | -2.8% |
| 30D | +21.9% | +6.2% | +15.7% | +19.1% |
| 3M | +14.9% | -2.7% | +17.7% | +15.9% |
| 6M | -10.5% | -8.4% | -2.2% | -8.2% |
| YTD | +19.3% | -7.2% | +26.5% | +20.9% |
| 1Y | +50.8% | -20.9% | +71.7% | +61.5% |
| 3Y | +782.3% | +384.0% | +398.3% | +305.1% |
| All | +201.6% | +761.6% | -560.0% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling