+34.0%
CDE vs CMS
-2.9%
+36.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | -3.1% | -1.9% | -1.2% | -3.1% |
| 30D | +9.5% | -4.1% | +13.6% | +9.4% |
| 3M | +25.5% | -7.1% | +32.6% | +25.0% |
| 6M | -7.9% | -10.1% | +2.2% | -5.8% |
| YTD | +15.6% | -1.7% | +17.3% | +18.5% |
| 1Y | +34.0% | -3.4% | +37.4% | +45.3% |
| All | +34.0% | -2.9% | +36.9% | +45.3% |
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