+99.7%
CDE vs ACM
+1.1%
+98.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.6% |
| 7D | -9.6% | +5.6% | -15.3% | -12.9% |
| 30D | -6.7% | +20.8% | -27.5% | -18.1% |
| 3M | -24.2% | +11.4% | -35.6% | -29.9% |
| 6M | -29.1% | +0.9% | -30.0% | -31.6% |
| YTD | -21.5% | -24.8% | +3.3% | -5.8% |
| 1Y | -7.4% | -46.4% | +39.1% | +46.9% |
| 3Y | +596.3% | -9.2% | +605.5% | +572.2% |
| All | +99.7% | +1.1% | +98.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling