+781.5%
CDE vs SM
-0.7%
+782.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | -6.1% | +2.1% | -8.2% | -6.5% |
| 30D | +9.5% | +18.1% | -8.7% | +5.7% |
| 3M | +32.0% | +17.0% | +15.0% | +26.6% |
| 6M | -12.8% | +55.4% | -68.2% | -25.6% |
| YTD | +14.2% | +108.6% | -94.3% | -13.6% |
| 1Y | +36.3% | +45.7% | -9.4% | +17.1% |
| All | +781.5% | -0.7% | +782.2% | +703.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling