+28.2%
CDE vs CME
+7,326.7%
-7,298.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.0% |
| 7D | -2.0% | -0.6% | -1.3% | -1.7% |
| 30D | +15.7% | +4.7% | +11.0% | +13.0% |
| 3M | +30.5% | +7.8% | +22.7% | +25.2% |
| 6M | -7.4% | -11.0% | +3.6% | -4.4% |
| YTD | +17.9% | +4.0% | +13.9% | +13.8% |
| 1Y | +46.7% | +9.1% | +37.6% | +38.2% |
| 3Y | +851.3% | +52.3% | +799.0% | +658.1% |
| 5Y | +202.9% | +76.1% | +126.8% | +123.6% |
| 10Y | +58.2% | +280.6% | -222.4% | -20.0% |
| All | +28.2% | +7,326.7% | -7,298.5% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling