-89.7%
CDE vs EMR
+4,021.7%
-4,111.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +2.3% | +3.1% | -0.8% | +1.0% |
| 30D | +18.8% | -3.5% | +22.3% | +20.6% |
| 3M | +23.5% | +9.8% | +13.7% | +19.0% |
| 6M | -8.6% | +10.8% | -19.4% | -11.6% |
| YTD | +16.0% | +15.9% | +0.1% | +11.0% |
| 1Y | +42.1% | +16.4% | +25.6% | +35.5% |
| 3Y | +835.9% | +62.1% | +773.8% | +677.3% |
| 5Y | +197.6% | +62.9% | +134.7% | +147.0% |
| 10Y | +39.6% | +267.8% | -228.2% | -16.8% |
| All | -89.7% | +4,021.7% | -4,111.3% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling