+13,245.4%
GOOG vs CDE
-42.6%
+13,288.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.8% | +0.9% |
| 7D | -2.5% | -6.1% | +3.6% | -1.9% |
| 30D | -3.6% | +9.5% | -13.1% | -4.6% |
| 3M | -6.4% | +32.0% | -38.4% | -9.4% |
| 6M | +7.8% | -12.8% | +20.6% | +8.0% |
| YTD | +5.5% | +14.2% | -8.7% | +2.3% |
| 1Y | +38.3% | +36.3% | +2.0% | +30.9% |
| 3Y | +143.1% | +821.4% | -678.3% | +85.2% |
| 5Y | +135.0% | +194.3% | -59.3% | +92.0% |
| 10Y | +778.1% | +53.2% | +724.9% | +589.7% |
| All | +13,245.4% | -42.6% | +13,288.0% | +8,529.6% |
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