+123.8%
STX vs CDE
+0.7%
+123.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.7% | -16.9% | -10.7% |
| 7D | -20.2% | +1.1% | -21.3% | -20.6% |
| 30D | -37.2% | -14.5% | -22.7% | -34.4% |
| 3M | -34.1% | -10.1% | -24.0% | -34.1% |
| 6M | -24.5% | -16.9% | -7.6% | -23.2% |
| YTD | +102.9% | -18.1% | +121.1% | +90.5% |
| 1Y | +123.8% | +5.6% | +118.2% | +73.9% |
| All | +123.8% | +0.7% | +123.1% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling