+359.0%
CDE vs SMR
+7.6%
+351.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +2.3% |
| 7D | -2.0% | +13.1% | -15.0% | -4.5% |
| 30D | +15.7% | +17.8% | -2.1% | +11.7% |
| 3M | +30.5% | +8.1% | +22.4% | +27.4% |
| 6M | -7.4% | -11.1% | +3.7% | -7.2% |
| YTD | +17.9% | -23.7% | +41.6% | +21.1% |
| 1Y | +46.7% | -69.4% | +116.1% | +71.1% |
| 3Y | +851.3% | +82.6% | +768.7% | +534.7% |
| All | +359.0% | +7.6% | +351.5% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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