+13.8%
VRT vs CDE
+0.7%
+13.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.7% | -21.6% | -15.6% |
| 7D | -15.4% | +1.1% | -16.5% | -16.0% |
| 30D | -19.0% | -14.5% | -4.5% | -15.0% |
| 3M | -23.8% | -10.1% | -13.8% | -22.7% |
| 6M | -37.9% | -16.9% | -21.0% | -36.0% |
| YTD | +27.0% | -18.1% | +45.1% | +28.6% |
| 1Y | +13.8% | +5.6% | +8.2% | +2.5% |
| All | +13.8% | +0.7% | +13.1% | +2.5% |
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