+89.6%
VRT vs CDE
+40.5%
+49.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | -8.4% | -3.1% | -5.3% | -7.6% |
| 30D | -10.9% | +9.5% | -20.3% | -13.7% |
| 3M | -13.7% | +25.5% | -39.2% | -21.0% |
| 6M | -4.1% | -7.9% | +3.8% | -5.2% |
| YTD | +58.7% | +15.6% | +43.2% | +47.0% |
| 1Y | +89.6% | +34.0% | +55.6% | +61.4% |
| All | +89.6% | +40.5% | +49.1% | +61.4% |
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