-88.1%
CDE vs SM
+1,434.4%
-1,522.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -9.6% | +9.4% | -19.0% | -11.6% |
| 30D | -6.7% | -14.4% | +7.7% | -4.5% |
| 3M | -24.2% | +1.6% | -25.8% | -25.6% |
| 6M | -29.1% | +6.3% | -35.4% | -32.2% |
| YTD | -21.5% | +78.8% | -100.3% | -34.8% |
| 1Y | -7.4% | +83.1% | -90.5% | -23.7% |
| 3Y | +596.3% | -5.9% | +602.2% | +552.8% |
| 5Y | +95.7% | +4.8% | +90.9% | +73.6% |
| 10Y | +53.0% | +17.5% | +35.4% | -17.7% |
| All | -88.1% | +1,434.4% | -1,522.5% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling