+5.6%
CDE vs AME
+21.1%
-15.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.6% | +13.3% | +13.9% |
| 7D | +1.1% | -4.4% | +5.6% | +5.7% |
| 30D | -14.5% | -5.9% | -8.6% | -8.6% |
| 3M | -10.1% | -6.5% | -3.5% | -3.0% |
| 6M | -16.9% | +3.2% | -20.1% | -21.7% |
| YTD | -18.1% | +16.0% | -34.1% | -27.2% |
| 1Y | +5.6% | +20.4% | -14.8% | -7.7% |
| All | +5.6% | +21.1% | -15.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling