-93.0%
CDE vs CMS
+478.1%
-571.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -9.6% | +1.7% | -11.4% | -10.0% |
| 30D | -6.7% | +6.2% | -12.9% | -8.2% |
| 3M | -24.2% | +0.6% | -24.9% | -24.5% |
| 6M | -29.1% | -1.8% | -27.3% | -29.1% |
| YTD | -21.5% | +3.8% | -25.4% | -22.7% |
| 1Y | -7.4% | -1.8% | -5.6% | -7.5% |
| 3Y | +596.3% | +39.8% | +556.5% | +532.6% |
| 5Y | +95.7% | +37.1% | +58.6% | +79.4% |
| 10Y | +53.0% | +138.6% | -85.6% | +25.5% |
| All | -93.0% | +478.1% | -571.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling