+44.1%
CDE vs VST
+968.1%
-924.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.6% | -4.8% | +2.3% |
| 7D | +18.1% | -9.8% | +27.9% | +21.0% |
| 30D | -6.2% | -25.1% | +18.9% | +2.2% |
| 3M | -1.2% | -11.6% | +10.4% | +1.6% |
| 6M | -17.4% | -20.9% | +3.5% | -12.1% |
| YTD | -13.1% | -22.3% | +9.2% | -7.8% |
| 1Y | +7.3% | -32.0% | +39.3% | +18.5% |
| 3Y | +522.0% | +262.4% | +259.6% | +286.7% |
| 5Y | +123.2% | +563.4% | -440.2% | +16.8% |
| 10Y | +37.9% | +1,120.7% | -1,082.8% | -28.9% |
| All | +44.1% | +968.1% | -924.0% | -25.7% |
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 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