-47.9%
CDE vs VT
+346.0%
-393.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.4% |
| 7D | +18.1% | -2.3% | +20.4% | +22.0% |
| 30D | -6.2% | -5.0% | -1.3% | +1.1% |
| 3M | -1.2% | -4.9% | +3.7% | +7.0% |
| 6M | -17.4% | -1.5% | -15.9% | -13.3% |
| YTD | -13.1% | +8.5% | -21.6% | -18.6% |
| 1Y | +7.3% | +11.4% | -4.1% | -2.8% |
| 3Y | +522.0% | +70.1% | +451.9% | +231.5% |
| 5Y | +123.2% | +53.7% | +69.4% | +40.0% |
| 10Y | +37.9% | +220.0% | -182.0% | -67.2% |
| All | -47.9% | +346.0% | -393.9% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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