+128.3%
CDE vs AMRZ
-17.3%
+145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -0.6% |
| 7D | +2.3% | -2.0% | +4.3% | +3.3% |
| 30D | +18.8% | -9.8% | +28.6% | +24.9% |
| 3M | +23.5% | -17.2% | +40.7% | +34.8% |
| 6M | -8.6% | -26.9% | +18.3% | +6.0% |
| YTD | +16.0% | -21.5% | +37.5% | +33.2% |
| 1Y | +42.1% | -22.9% | +64.9% | +56.2% |
| All | +128.3% | -17.3% | +145.6% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling