+185.6%
CDE vs EMR
+62.5%
+123.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.1% |
| 7D | -6.1% | -1.2% | -4.8% | -5.1% |
| 30D | +9.5% | -9.4% | +18.9% | +18.6% |
| 3M | +32.0% | +8.6% | +23.4% | +23.8% |
| 6M | -12.8% | +6.7% | -19.5% | -16.3% |
| YTD | +14.2% | +13.1% | +1.1% | +6.2% |
| 1Y | +36.3% | +12.7% | +23.6% | +26.4% |
| 3Y | +821.4% | +58.1% | +763.3% | +530.8% |
| All | +185.6% | +62.5% | +123.1% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling