+54.3%
CDE vs CMS
+120.6%
-66.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -6.1% | -1.3% | -4.7% | -5.3% |
| 30D | +9.5% | -2.8% | +12.3% | +11.2% |
| 3M | +32.0% | -7.1% | +39.1% | +37.0% |
| 6M | -12.8% | -10.0% | -2.8% | -8.1% |
| YTD | +14.2% | -0.9% | +15.1% | +13.3% |
| 1Y | +36.3% | -2.0% | +38.3% | +35.9% |
| 3Y | +821.4% | +33.0% | +788.4% | +640.4% |
| 5Y | +194.3% | +24.3% | +170.0% | +146.3% |
| All | +54.3% | +120.6% | -66.3% | -3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling