+194.3%
CDE vs SFM
+212.1%
-17.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | -6.1% | -8.8% | +2.7% | -4.8% |
| 30D | +9.5% | -14.5% | +23.9% | +11.8% |
| 3M | +32.0% | -16.8% | +48.8% | +35.0% |
| 6M | -12.8% | -5.3% | -7.4% | -13.5% |
| YTD | +14.2% | -9.4% | +23.6% | +13.7% |
| 1Y | +36.3% | -46.2% | +82.5% | +50.7% |
| 3Y | +821.4% | +81.3% | +740.1% | +684.8% |
| 5Y | +194.3% | +211.9% | -17.6% | +139.0% |
| All | +194.3% | +212.1% | -17.9% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling