+379.9%
CSCO vs CDE
+61.6%
+318.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.3% |
| 7D | +2.7% | -3.1% | +5.8% | +2.9% |
| 30D | -9.5% | +9.5% | -19.0% | -10.1% |
| 3M | -7.6% | +25.5% | -33.1% | -9.4% |
| 6M | +44.9% | -7.9% | +52.8% | +44.5% |
| YTD | +47.7% | +15.6% | +32.1% | +44.6% |
| 1Y | +69.1% | +34.0% | +35.0% | +62.9% |
| 3Y | +113.5% | +791.9% | -678.4% | +76.0% |
| 5Y | +122.8% | +197.7% | -75.0% | +92.3% |
| All | +379.9% | +61.6% | +318.3% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling