+56.1%
CDE vs AEM
+378.0%
-321.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | -1.1% |
| 7D | -3.1% | -2.1% | -1.0% | -0.6% |
| 30D | +9.5% | +8.4% | +1.0% | -1.2% |
| 3M | +25.5% | +27.3% | -1.8% | -6.2% |
| 6M | -7.9% | -9.7% | +1.8% | +5.3% |
| YTD | +15.6% | +19.0% | -3.4% | -3.6% |
| 1Y | +34.0% | +31.5% | +2.6% | +0.9% |
| 3Y | +791.9% | +338.7% | +453.2% | +75.6% |
| 5Y | +197.7% | +307.4% | -109.7% | -35.5% |
| All | +56.1% | +378.0% | -321.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling