+50.8%
CDE vs CMS
-1.9%
+52.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +0.4% | +0.2% | +0.5% |
| 30D | +21.9% | -3.6% | +25.5% | +21.8% |
| 3M | +14.9% | -1.9% | +16.9% | +13.8% |
| 6M | -10.5% | -11.0% | +0.5% | -7.8% |
| YTD | +19.3% | +0.2% | +19.1% | +22.0% |
| 1Y | +50.8% | -1.3% | +52.1% | +59.2% |
| All | +50.8% | -1.9% | +52.7% | +59.2% |
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