+791.9%
CDE vs SFM
+82.1%
+709.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.1% | -10.6% | +7.5% | -1.7% |
| 30D | +9.5% | -15.5% | +24.9% | +11.8% |
| 3M | +25.5% | -17.4% | +42.9% | +28.3% |
| 6M | -7.9% | -3.4% | -4.5% | -9.2% |
| YTD | +15.6% | -8.7% | +24.2% | +14.8% |
| 1Y | +34.0% | -47.2% | +81.2% | +54.7% |
| 3Y | +791.9% | +82.7% | +709.2% | +418.0% |
| All | +791.9% | +82.1% | +709.8% | +418.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling