+198.0%
CDE vs CMS
+24.2%
+173.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | +18.8% | -3.2% | +22.0% | +20.5% |
| 3M | +23.5% | -2.2% | +25.7% | +24.0% |
| 6M | -8.6% | -9.4% | +0.8% | -4.5% |
| YTD | +16.0% | +0.7% | +15.3% | +14.1% |
| 1Y | +42.1% | +0.4% | +41.7% | +39.8% |
| 3Y | +835.9% | +35.2% | +800.7% | +623.8% |
| All | +198.0% | +24.2% | +173.8% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling