+194.3%
CDE vs ACM
-0.5%
+194.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.0% |
| 7D | -6.1% | -5.9% | -0.2% | -2.2% |
| 30D | +9.5% | -6.2% | +15.7% | +13.2% |
| 3M | +32.0% | -7.9% | +39.9% | +35.7% |
| 6M | -12.8% | -30.6% | +17.8% | +9.5% |
| YTD | +14.2% | -33.3% | +47.5% | +47.7% |
| 1Y | +36.3% | -49.2% | +85.5% | +117.4% |
| 3Y | +821.4% | -23.5% | +844.8% | +916.6% |
| 5Y | +194.3% | +0.9% | +193.3% | +168.5% |
| All | +194.3% | -0.5% | +194.8% | +168.5% |
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