+54.3%
CDE vs M
-10.0%
+64.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -2.3% |
| 7D | -6.1% | -8.8% | +2.7% | -4.6% |
| 30D | +9.5% | -16.4% | +25.9% | +12.8% |
| 3M | +32.0% | -10.8% | +42.8% | +34.4% |
| 6M | -12.8% | +16.1% | -28.9% | -15.2% |
| YTD | +14.2% | -5.3% | +19.5% | +14.4% |
| 1Y | +36.3% | +24.9% | +11.4% | +30.2% |
| 3Y | +821.4% | +97.5% | +723.8% | +704.3% |
| 5Y | +194.3% | +20.4% | +173.9% | +167.1% |
| All | +54.3% | -10.0% | +64.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling