-11.3%
CDE vs GM
+230.2%
-241.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.3% |
| 30D | +9.5% | -1.1% | +10.6% | +9.8% |
| 3M | +25.5% | +6.1% | +19.4% | +22.7% |
| 6M | -7.9% | +15.0% | -22.9% | -12.4% |
| YTD | +15.6% | +6.0% | +9.6% | +12.9% |
| 1Y | +34.0% | +47.1% | -13.0% | +13.9% |
| 3Y | +791.9% | +170.5% | +621.4% | +478.0% |
| 5Y | +197.7% | +80.5% | +117.2% | +117.4% |
| 10Y | +55.0% | +238.7% | -183.7% | -21.6% |
| All | -11.3% | +230.2% | -241.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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