+3,076.5%
SPY vs CDE
-81.2%
+3,157.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | +0.5% | +2.3% | -1.7% | +0.4% |
| 30D | -0.9% | +18.8% | -19.7% | -2.0% |
| 3M | +3.9% | +23.5% | -19.6% | +2.3% |
| 6M | +14.5% | -8.6% | +23.2% | +14.4% |
| YTD | +12.9% | +16.0% | -3.1% | +10.9% |
| 1Y | +19.4% | +42.1% | -22.7% | +15.4% |
| 3Y | +78.5% | +835.9% | -757.4% | +52.0% |
| 5Y | +81.8% | +197.6% | -115.8% | +61.2% |
| 10Y | +311.5% | +39.6% | +272.0% | +258.1% |
| All | +3,076.5% | -81.2% | +3,157.8% | +2,560.9% |
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