+56.1%
CDE vs EMR
+284.0%
-227.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.4% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +9.5% | -6.8% | +16.2% | +14.3% |
| 3M | +25.5% | +7.5% | +18.0% | +20.3% |
| 6M | -7.9% | +9.9% | -17.8% | -12.0% |
| YTD | +15.6% | +16.0% | -0.4% | +8.0% |
| 1Y | +34.0% | +12.4% | +21.6% | +27.1% |
| 3Y | +791.9% | +60.2% | +731.7% | +581.3% |
| 5Y | +197.7% | +67.9% | +129.9% | +120.0% |
| All | +56.1% | +284.0% | -227.9% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling