+127.4%
CDE vs AMRZ
-20.1%
+147.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -7.5% | +4.4% | +0.7% |
| 30D | +9.5% | -12.4% | +21.9% | +16.8% |
| 3M | +25.5% | -22.4% | +47.9% | +41.5% |
| 6M | -7.9% | -29.5% | +21.6% | +8.8% |
| YTD | +15.6% | -24.1% | +39.7% | +35.0% |
| 1Y | +34.0% | -26.3% | +60.3% | +49.6% |
| All | +127.4% | -20.1% | +147.5% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling