+791.9%
CDE vs SMTC
+579.3%
+212.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | -0.1% |
| 7D | -3.1% | +13.1% | -16.2% | -6.3% |
| 30D | +9.5% | +19.5% | -10.0% | +3.5% |
| 3M | +25.5% | +2.2% | +23.2% | +21.5% |
| 6M | -7.9% | +94.9% | -102.8% | -25.6% |
| YTD | +15.6% | +127.0% | -111.4% | -10.2% |
| 1Y | +34.0% | +174.6% | -140.5% | -1.0% |
| 3Y | +791.9% | +615.9% | +176.0% | +323.8% |
| All | +791.9% | +579.3% | +212.6% | +323.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling