+535.3%
VRT vs CDE
+797.0%
-261.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.1% | -2.5% | -4.9% |
| 7D | -7.7% | -6.1% | -1.6% | -6.4% |
| 30D | -12.0% | +9.5% | -21.4% | -14.2% |
| 3M | -11.7% | +32.0% | -43.7% | -18.2% |
| 6M | -8.1% | -12.8% | +4.7% | -7.3% |
| YTD | +53.2% | +14.2% | +39.0% | +44.9% |
| 1Y | +81.7% | +36.3% | +45.4% | +63.8% |
| All | +535.3% | +797.0% | -261.8% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling