-89.4%
CDE vs CMS
+457.8%
-547.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.5% | +0.4% | +0.2% | +0.4% |
| 30D | +21.9% | -3.6% | +25.5% | +23.0% |
| 3M | +14.9% | -1.9% | +16.9% | +15.1% |
| 6M | -10.5% | -11.0% | +0.5% | -8.1% |
| YTD | +19.3% | +0.2% | +19.1% | +18.7% |
| 1Y | +50.8% | -1.3% | +52.1% | +50.6% |
| 3Y | +782.3% | +35.9% | +746.4% | +709.6% |
| 5Y | +191.7% | +23.1% | +168.6% | +174.7% |
| 10Y | +57.6% | +117.9% | -60.3% | +32.4% |
| All | -89.4% | +457.8% | -547.2% | -93.5% |
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