+5.6%
CDE vs CME
+19.8%
-14.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.4% | +7.3% | +9.0% |
| 7D | +1.1% | +4.8% | -3.7% | +2.2% |
| 30D | -14.5% | +14.2% | -28.6% | -12.6% |
| 3M | -10.1% | +17.9% | -28.0% | -8.4% |
| 6M | -16.9% | +7.2% | -24.1% | -13.4% |
| YTD | -18.1% | +16.7% | -34.9% | -22.2% |
| 1Y | +5.6% | +19.6% | -13.9% | -2.9% |
| All | +5.6% | +19.8% | -14.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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