+113.4%
CSCO vs CDE
+193.0%
-79.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.6% |
| 7D | -1.1% | -6.1% | +5.0% | -0.7% |
| 30D | -10.8% | +9.5% | -20.3% | -11.4% |
| 3M | -9.2% | +32.0% | -41.2% | -11.2% |
| 6M | +39.5% | -12.8% | +52.3% | +39.7% |
| YTD | +41.5% | +14.2% | +27.3% | +38.9% |
| 1Y | +61.0% | +36.3% | +24.7% | +55.4% |
| 3Y | +105.2% | +821.4% | -716.2% | +73.3% |
| 5Y | +113.4% | +194.3% | -80.8% | +80.8% |
| All | +113.4% | +193.0% | -79.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling