+97.8%
CDE vs VST
+1,175.7%
-1,077.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -3.1% |
| 7D | +0.5% | +8.9% | -8.4% | -2.3% |
| 30D | +21.9% | +6.2% | +15.7% | +19.5% |
| 3M | +14.9% | -2.7% | +17.7% | +15.8% |
| 6M | -10.5% | -8.4% | -2.2% | -8.4% |
| YTD | +19.3% | -7.2% | +26.5% | +20.9% |
| 1Y | +50.8% | -20.9% | +71.7% | +60.4% |
| 3Y | +782.3% | +384.0% | +398.3% | +406.9% |
| 5Y | +191.7% | +757.1% | -565.4% | +43.0% |
| All | +97.8% | +1,175.7% | -1,077.9% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling