-89.7%
CDE vs AME
+18,712.2%
-18,801.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.3% | +2.8% | -0.5% | +1.2% |
| 30D | +18.8% | -6.3% | +25.1% | +21.7% |
| 3M | +23.5% | +5.4% | +18.1% | +21.1% |
| 6M | -8.6% | +7.4% | -16.1% | -10.6% |
| YTD | +16.0% | +16.2% | -0.2% | +10.5% |
| 1Y | +42.1% | +26.8% | +15.2% | +30.6% |
| 3Y | +835.9% | +57.5% | +778.4% | +689.5% |
| 5Y | +197.6% | +84.8% | +112.8% | +137.1% |
| 10Y | +39.6% | +424.3% | -384.7% | -23.1% |
| All | -89.7% | +18,712.2% | -18,801.9% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling