-82.4%
CDE vs SM
+1,670.2%
-1,752.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.4% | -3.5% |
| 7D | +2.3% | -0.2% | +2.4% | +2.3% |
| 30D | +18.8% | +31.5% | -12.7% | +11.7% |
| 3M | +23.5% | +17.3% | +6.2% | +17.6% |
| 6M | -8.6% | +48.5% | -57.2% | -19.2% |
| YTD | +16.0% | +106.3% | -90.3% | -5.3% |
| 1Y | +42.1% | +47.3% | -5.2% | +24.5% |
| 3Y | +835.9% | -1.4% | +837.3% | +779.0% |
| 5Y | +197.6% | +114.0% | +83.6% | +127.7% |
| 10Y | +39.6% | +12.5% | +27.1% | -22.5% |
| All | -82.4% | +1,670.2% | -1,752.6% | -93.8% |
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