-86.6%
CDE vs EME
+63,295.5%
-63,382.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | -0.4% |
| 7D | -3.1% | +3.5% | -6.6% | -4.4% |
| 30D | +9.5% | -6.3% | +15.8% | +11.8% |
| 3M | +25.5% | -3.8% | +29.2% | +26.3% |
| 6M | -7.9% | +8.5% | -16.4% | -10.8% |
| YTD | +15.6% | +27.8% | -12.3% | +5.6% |
| 1Y | +34.0% | +22.2% | +11.8% | +23.6% |
| 3Y | +791.9% | +253.5% | +538.4% | +458.3% |
| 5Y | +197.7% | +578.6% | -380.9% | +46.8% |
| 10Y | +55.0% | +1,355.6% | -1,300.5% | -44.2% |
| All | -86.6% | +63,295.5% | -63,382.1% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling