-86.2%
CDE vs STM
+2,285.7%
-2,371.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.4% |
| 7D | +0.5% | +5.8% | -5.3% | -1.0% |
| 30D | +21.9% | -1.0% | +22.9% | +22.1% |
| 3M | +14.9% | -33.3% | +48.2% | +27.2% |
| 6M | -10.5% | +57.4% | -67.9% | -21.7% |
| YTD | +19.3% | +102.2% | -82.9% | -2.3% |
| 1Y | +50.8% | +99.6% | -48.8% | +23.4% |
| 3Y | +782.3% | +14.5% | +767.8% | +710.2% |
| 5Y | +191.7% | +21.4% | +170.3% | +159.4% |
| 10Y | +57.6% | +695.0% | -637.3% | -10.8% |
| All | -86.2% | +2,285.7% | -2,371.9% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling