+189.0%
CDE vs SPYM
+82.9%
+106.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | -0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -1.9% |
| 30D | +9.5% | -1.1% | +10.5% | +11.5% |
| 3M | +25.5% | +3.9% | +21.6% | +19.6% |
| 6M | -7.9% | +13.6% | -21.5% | -21.5% |
| YTD | +15.6% | +12.7% | +2.8% | +0.3% |
| 1Y | +34.0% | +17.6% | +16.5% | +10.4% |
| 3Y | +791.9% | +77.2% | +714.7% | +339.5% |
| All | +189.0% | +82.9% | +106.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 5y: compounded portfolio wealth divided by compounded SPYM 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…
5y analysis · Full analysis span regression · 6 months rolling