+791.9%
CDE vs EME
+252.2%
+539.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -1.0% |
| 7D | -3.1% | +3.5% | -6.6% | -4.9% |
| 30D | +9.5% | -6.3% | +15.8% | +12.7% |
| 3M | +25.5% | -3.8% | +29.2% | +26.8% |
| 6M | -7.9% | +8.5% | -16.4% | -11.9% |
| YTD | +15.6% | +27.8% | -12.3% | +2.3% |
| 1Y | +34.0% | +22.2% | +11.8% | +19.3% |
| 3Y | +791.9% | +253.5% | +538.4% | +415.8% |
| All | +791.9% | +252.2% | +539.7% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 3y: compounded portfolio wealth divided by compounded EME 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…
3y analysis · Full analysis span regression · 6 months rolling