+5.6%
CDE vs SM
+70.4%
-64.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -15.3% | +24.0% | +5.4% |
| 7D | +1.1% | -21.5% | +22.6% | -3.2% |
| 30D | -14.5% | -11.4% | -3.1% | -16.3% |
| 3M | -10.1% | +0.6% | -10.7% | -9.1% |
| 6M | -16.9% | +0.2% | -17.1% | -14.8% |
| YTD | -18.1% | +69.7% | -87.8% | -15.8% |
| 1Y | +5.6% | +71.6% | -65.9% | +7.7% |
| All | +5.6% | +70.4% | -64.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling