-86.4%
CDE vs M
+396.5%
-482.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.3% |
| 7D | +0.5% | +4.7% | -4.2% | -0.3% |
| 30D | +21.9% | -9.6% | +31.5% | +24.0% |
| 3M | +14.9% | +0.9% | +14.1% | +14.6% |
| 6M | -10.5% | +22.3% | -32.8% | -13.8% |
| YTD | +19.3% | +6.5% | +12.7% | +17.1% |
| 1Y | +50.8% | +38.8% | +12.0% | +41.3% |
| 3Y | +782.3% | +115.9% | +666.4% | +652.0% |
| 5Y | +191.7% | +28.6% | +163.1% | +159.0% |
| 10Y | +57.6% | -2.5% | +60.2% | +28.1% |
| All | -86.4% | +396.5% | -482.9% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling