-28.4%
CDE vs VT
+374.2%
-402.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +0.4% | +0.1% | -0.1% |
| 30D | +21.9% | +1.0% | +20.9% | +20.5% |
| 3M | +14.9% | +2.4% | +12.6% | +13.0% |
| 6M | -10.5% | +12.0% | -22.5% | -21.3% |
| YTD | +19.3% | +15.3% | +3.9% | +1.8% |
| 1Y | +50.8% | +22.6% | +28.2% | +19.2% |
| 3Y | +782.3% | +74.7% | +707.6% | +349.4% |
| 5Y | +191.7% | +66.1% | +125.5% | +63.1% |
| 10Y | +57.6% | +225.0% | -167.4% | -63.5% |
| All | -28.4% | +374.2% | -402.6% | -92.8% |
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