-40.6%
CDE vs ACM
+230.8%
-271.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.5% | -3.7% | +4.3% | +2.5% |
| 30D | +21.9% | -11.1% | +33.0% | +28.1% |
| 3M | +14.9% | -8.0% | +22.9% | +18.2% |
| 6M | -10.5% | -29.7% | +19.2% | +4.6% |
| YTD | +19.3% | -29.4% | +48.6% | +39.3% |
| 1Y | +50.8% | -46.4% | +97.2% | +102.5% |
| 3Y | +782.3% | -22.3% | +804.7% | +882.2% |
| 5Y | +191.7% | +4.5% | +187.2% | +181.3% |
| 10Y | +57.6% | +127.6% | -70.0% | -6.0% |
| All | -40.6% | +230.8% | -271.4% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling