+196.1%
CDE vs HBM
+649.7%
-453.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.0% |
| 7D | -2.0% | +5.5% | -7.5% | -4.8% |
| 30D | +15.7% | +3.3% | +12.4% | +13.5% |
| 3M | +30.5% | +12.7% | +17.9% | +22.8% |
| 6M | -7.4% | +28.2% | -35.6% | -17.8% |
| YTD | +17.9% | +45.3% | -27.4% | -1.1% |
| 1Y | +46.7% | +121.7% | -75.0% | +0.9% |
| 3Y | +851.3% | +523.5% | +327.8% | +297.8% |
| 5Y | +202.9% | +393.9% | -191.0% | +35.2% |
| 10Y | +58.2% | +647.9% | -589.7% | -56.4% |
| All | +196.1% | +649.7% | -453.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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