+108.4%
CSCO vs CDE
+826.1%
-717.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | 0.0% | -2.0% | +1.9% | +0.1% |
| 30D | -10.7% | +15.7% | -26.4% | -11.7% |
| 3M | -8.7% | +30.5% | -39.3% | -10.8% |
| 6M | +44.9% | -7.4% | +52.3% | +44.5% |
| YTD | +44.1% | +17.9% | +26.2% | +41.0% |
| 1Y | +65.9% | +46.7% | +19.2% | +58.7% |
| All | +108.4% | +826.1% | -717.8% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling