+5.6%
CDE vs CMS
+1.4%
+4.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.4% | +7.3% | +8.9% |
| 7D | +1.1% | +4.1% | -3.0% | +1.6% |
| 30D | -14.5% | +10.9% | -25.3% | -14.0% |
| 3M | -10.1% | -0.2% | -9.8% | -10.1% |
| 6M | -16.9% | -4.7% | -12.1% | -15.7% |
| YTD | -18.1% | +3.9% | -22.0% | -13.7% |
| 1Y | +5.6% | +0.4% | +5.3% | +14.1% |
| All | +5.6% | +1.4% | +4.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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