+56.1%
CDE vs SMTC
+548.2%
-492.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.4% |
| 7D | -3.1% | +13.1% | -16.2% | -7.0% |
| 30D | +9.5% | +19.5% | -10.0% | +2.2% |
| 3M | +25.5% | +2.2% | +23.2% | +20.4% |
| 6M | -7.9% | +94.9% | -102.8% | -29.1% |
| YTD | +15.6% | +127.0% | -111.4% | -15.3% |
| 1Y | +34.0% | +174.6% | -140.5% | -8.1% |
| 3Y | +791.9% | +615.9% | +176.0% | +270.5% |
| 5Y | +197.7% | +125.6% | +72.1% | +77.7% |
| All | +56.1% | +548.2% | -492.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling