+136.0%
GOOG vs CDE
+196.4%
-60.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -2.0% | +9.5% | -11.4% | -3.1% |
| 3M | -5.9% | +25.5% | -31.3% | -8.7% |
| 6M | +8.9% | -7.9% | +16.8% | +8.5% |
| YTD | +7.1% | +15.6% | -8.4% | +3.2% |
| 1Y | +39.7% | +34.0% | +5.6% | +31.1% |
| 3Y | +145.8% | +791.9% | -646.1% | +80.0% |
| All | +136.0% | +196.4% | -60.4% | +80.1% |
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 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