+99.7%
CDE vs M
-3.3%
+102.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.7% |
| 7D | -9.6% | +7.0% | -16.7% | -11.3% |
| 30D | -6.7% | +8.9% | -15.6% | -9.0% |
| 3M | -24.2% | +4.5% | -28.7% | -25.5% |
| 6M | -29.1% | +36.2% | -65.3% | -35.2% |
| YTD | -21.5% | +15.1% | -36.6% | -25.7% |
| 1Y | -7.4% | +27.4% | -34.8% | -14.8% |
| 3Y | +596.3% | +160.1% | +436.2% | +406.9% |
| All | +99.7% | -3.3% | +102.9% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling