-60.9%
CDE vs ACM
+252.1%
-313.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -9.6% | +5.6% | -15.3% | -12.1% |
| 30D | -6.7% | +20.8% | -27.5% | -15.4% |
| 3M | -24.2% | +11.4% | -35.6% | -28.5% |
| 6M | -29.1% | +0.9% | -30.0% | -30.7% |
| YTD | -21.5% | -24.8% | +3.3% | -11.3% |
| 1Y | -7.4% | -46.4% | +39.1% | +24.2% |
| 3Y | +596.3% | -9.2% | +605.5% | +616.2% |
| 5Y | +95.7% | +5.0% | +90.8% | +88.5% |
| 10Y | +53.0% | +130.6% | -77.6% | -8.9% |
| All | -60.9% | +252.1% | -313.0% | -83.6% |
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