-52.5%
CDE vs VWO
+320.5%
-373.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.4% |
| 7D | -3.1% | -1.8% | -1.3% | -1.2% |
| 30D | +9.5% | -0.1% | +9.6% | +9.8% |
| 3M | +25.5% | +2.2% | +23.3% | +23.6% |
| 6M | -7.9% | +8.8% | -16.6% | -13.6% |
| YTD | +15.6% | +12.4% | +3.2% | +5.8% |
| 1Y | +34.0% | +15.6% | +18.5% | +20.1% |
| 3Y | +791.9% | +62.5% | +729.4% | +483.2% |
| 5Y | +197.7% | +34.3% | +163.5% | +144.5% |
| 10Y | +55.0% | +114.8% | -59.8% | -19.4% |
| All | -52.5% | +320.5% | -373.0% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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