+99.7%
CDE vs STM
-5.1%
+104.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -9.6% | +12.0% | -21.6% | -14.0% |
| 30D | -6.7% | -0.4% | -6.3% | -7.4% |
| 3M | -24.2% | -13.2% | -11.0% | -20.6% |
| 6M | -29.1% | -26.1% | -3.0% | -21.8% |
| YTD | -21.5% | +81.2% | -102.7% | -42.5% |
| 1Y | -7.4% | +98.3% | -105.7% | -34.9% |
| 3Y | +596.3% | +16.7% | +579.6% | +485.0% |
| All | +99.7% | -5.1% | +104.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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