+220,291.7%
CSCO vs CDE
-91.6%
+220,383.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | -10.1% | +18.8% | -28.9% | -11.0% |
| 3M | -11.7% | +23.5% | -35.2% | -13.0% |
| 6M | +40.1% | -8.6% | +48.7% | +39.9% |
| YTD | +43.8% | +16.0% | +27.8% | +41.3% |
| 1Y | +66.6% | +42.1% | +24.6% | +61.2% |
| 3Y | +108.5% | +835.9% | -727.4% | +78.2% |
| 5Y | +114.0% | +197.6% | -83.6% | +90.1% |
| 10Y | +366.8% | +39.6% | +327.3% | +306.6% |
| All | +220,291.7% | -91.6% | +220,383.3% | +182,779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling