+3,343.4%
STX vs CDE
+61.6%
+3,281.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.9% |
| 7D | -2.3% | -3.1% | +0.9% | -1.9% |
| 30D | -5.5% | +9.5% | -14.9% | -6.8% |
| 3M | -4.3% | +25.5% | -29.8% | -7.6% |
| 6M | +115.6% | -7.9% | +123.5% | +115.3% |
| YTD | +202.2% | +15.6% | +186.6% | +192.9% |
| 1Y | +325.3% | +34.0% | +291.2% | +303.0% |
| 3Y | +1,283.9% | +791.9% | +492.0% | +933.5% |
| 5Y | +1,048.3% | +197.7% | +850.6% | +820.3% |
| All | +3,343.4% | +61.6% | +3,281.8% | +2,404.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling