+59.8%
CDE vs SFM
+108.9%
-49.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +2.4% |
| 7D | -2.0% | -7.2% | +5.2% | -0.7% |
| 30D | +15.7% | -14.3% | +30.0% | +18.7% |
| 3M | +30.5% | -13.7% | +44.2% | +33.2% |
| 6M | -7.4% | -6.0% | -1.4% | -7.9% |
| YTD | +17.9% | -8.2% | +26.1% | +17.2% |
| 1Y | +46.7% | -46.2% | +93.0% | +61.4% |
| 3Y | +851.3% | +83.6% | +767.7% | +703.4% |
| 5Y | +202.9% | +212.7% | -9.8% | +123.4% |
| 10Y | +58.2% | +273.0% | -214.8% | +2.8% |
| All | +59.8% | +108.9% | -49.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling