+21.9%
CDE vs AMCR
+96.6%
-74.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -6.1% | -5.0% | -1.1% | -3.6% |
| 30D | +9.5% | -8.0% | +17.5% | +14.2% |
| 3M | +32.0% | +14.3% | +17.7% | +23.6% |
| 6M | -12.8% | +5.3% | -18.1% | -15.0% |
| YTD | +14.2% | +7.7% | +6.5% | +9.7% |
| 1Y | +36.3% | +10.8% | +25.4% | +28.9% |
| 3Y | +821.4% | +9.6% | +811.8% | +768.5% |
| 5Y | +194.3% | -10.2% | +204.5% | +206.5% |
| 10Y | +53.2% | +16.5% | +36.8% | +36.5% |
| All | +21.9% | +96.6% | -74.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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