+50.5%
CDE vs AMC
-97.5%
+148.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.8% | -8.8% | -7.1% |
| 7D | +14.0% | +5.5% | +8.5% | +13.9% |
| 30D | -10.7% | +16.1% | -26.8% | -11.0% |
| 3M | -15.8% | +43.0% | -58.7% | -16.4% |
| 6M | -17.5% | +130.7% | -148.2% | -19.3% |
| YTD | -14.1% | +121.8% | -135.9% | -16.0% |
| 1Y | +2.9% | +40.7% | -37.7% | +1.6% |
| 3Y | +625.5% | -56.8% | +682.3% | +622.9% |
| 5Y | +117.1% | -99.1% | +216.2% | +123.3% |
| 10Y | +52.9% | -98.7% | +151.6% | +84.6% |
| All | +50.5% | -97.5% | +148.0% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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