-85.2%
CDE vs VTR
+1,502.8%
-1,587.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | -6.1% | -1.8% | -4.2% | -5.6% |
| 30D | +9.5% | +4.0% | +5.5% | +8.3% |
| 3M | +32.0% | +7.8% | +24.1% | +28.6% |
| 6M | -12.8% | +6.4% | -19.2% | -15.0% |
| YTD | +14.2% | +18.3% | -4.1% | +7.8% |
| 1Y | +36.3% | +33.9% | +2.4% | +23.8% |
| 3Y | +821.4% | +134.3% | +687.1% | +617.3% |
| 5Y | +194.3% | +90.3% | +104.0% | +141.7% |
| 10Y | +53.2% | +100.1% | -46.9% | +14.7% |
| All | -85.2% | +1,502.8% | -1,587.9% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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