+123.4%
VRT vs CDE
+54.5%
+68.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +4.9% |
| 7D | +9.1% | +0.5% | +8.6% | +8.8% |
| 30D | +0.9% | +21.9% | -20.9% | -5.8% |
| 3M | -13.4% | +14.9% | -28.3% | -18.4% |
| 6M | +11.7% | -10.5% | +22.2% | +11.1% |
| YTD | +73.2% | +19.3% | +54.0% | +58.8% |
| 1Y | +123.4% | +50.8% | +72.6% | +86.8% |
| All | +123.4% | +54.5% | +68.9% | +86.8% |
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