-86.5%
CDE vs KMX
+457.5%
-543.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | +9.5% | +4.4% | +5.0% | +8.7% |
| 3M | +25.5% | +18.9% | +6.6% | +21.6% |
| 6M | -7.9% | +44.3% | -52.2% | -14.1% |
| YTD | +15.6% | +58.7% | -43.1% | +6.1% |
| 1Y | +34.0% | +0.1% | +33.9% | +30.9% |
| 3Y | +791.9% | -24.4% | +816.3% | +806.2% |
| 5Y | +197.7% | -54.4% | +252.2% | +219.5% |
| 10Y | +55.0% | +11.0% | +44.0% | +40.4% |
| All | -86.5% | +457.5% | -543.9% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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