+50.8%
CDE vs CME
+8.4%
+42.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.5% | -1.6% | +2.1% | +0.2% |
| 30D | +21.9% | +6.2% | +15.6% | +23.0% |
| 3M | +14.9% | +10.4% | +4.5% | +16.5% |
| 6M | -10.5% | -9.5% | -1.0% | -8.1% |
| YTD | +19.3% | +6.0% | +13.2% | +20.8% |
| 1Y | +50.8% | +9.3% | +41.5% | +63.7% |
| All | +50.8% | +8.4% | +42.4% | +63.7% |
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