+5.6%
CDE vs EMR
+25.6%
-20.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +5.9% |
| 7D | +1.1% | +1.6% | -0.5% | -0.6% |
| 30D | -14.5% | +5.0% | -19.5% | -18.8% |
| 3M | -10.1% | +7.7% | -17.7% | -17.0% |
| 6M | -16.9% | +26.8% | -43.6% | -36.7% |
| YTD | -18.1% | +29.9% | -48.0% | -35.7% |
| 1Y | +5.6% | +25.7% | -20.1% | -15.1% |
| All | +5.6% | +25.6% | -20.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling