+194.3%
CDE vs CME
+76.3%
+118.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | +9.5% | +6.2% | +3.3% | +8.1% |
| 3M | +32.0% | +4.4% | +27.6% | +30.7% |
| 6M | -12.8% | -9.6% | -3.1% | -11.0% |
| YTD | +14.2% | +3.8% | +10.4% | +12.4% |
| 1Y | +36.3% | +9.5% | +26.8% | +32.0% |
| 3Y | +821.4% | +51.9% | +769.5% | +688.0% |
| 5Y | +194.3% | +78.7% | +115.6% | +131.8% |
| All | +194.3% | +76.3% | +118.0% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling