-89.7%
CDE vs CMI
+19,626.5%
-19,716.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | +9.5% | -12.4% | +21.9% | +14.5% |
| 3M | +25.5% | -14.8% | +40.3% | +32.4% |
| 6M | -7.9% | +0.8% | -8.7% | -7.7% |
| YTD | +15.6% | +10.2% | +5.4% | +12.9% |
| 1Y | +34.0% | +37.4% | -3.4% | +21.5% |
| 3Y | +791.9% | +153.3% | +638.6% | +562.8% |
| 5Y | +197.7% | +167.6% | +30.1% | +116.7% |
| 10Y | +55.0% | +514.4% | -459.3% | -14.3% |
| All | -89.7% | +19,626.5% | -19,716.2% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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