+168.6%
CDE vs VSXY
+33.4%
+135.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | -0.1% | -2.7% |
| 7D | -6.1% | -0.3% | -5.7% | -6.1% |
| 30D | +9.5% | -22.1% | +31.5% | +13.3% |
| 3M | +32.0% | -1.1% | +33.1% | +31.6% |
| 6M | -12.8% | +53.8% | -66.6% | -20.5% |
| YTD | +14.2% | +35.5% | -21.3% | +5.8% |
| 1Y | +36.3% | +186.0% | -149.7% | +11.3% |
| 3Y | +821.4% | +343.2% | +478.2% | +564.4% |
| 5Y | +194.3% | +19.0% | +175.3% | +135.4% |
| All | +168.6% | +33.4% | +135.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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