+50.8%
CDE vs VMC
-8.5%
+59.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.6% |
| 7D | +0.5% | -4.3% | +4.8% | +4.0% |
| 30D | +21.9% | -8.2% | +30.1% | +30.2% |
| 3M | +14.9% | -7.0% | +22.0% | +21.0% |
| 6M | -10.5% | -10.8% | +0.3% | -3.1% |
| YTD | +19.3% | -7.4% | +26.6% | +27.9% |
| 1Y | +50.8% | -9.5% | +60.3% | +62.0% |
| All | +50.8% | -8.5% | +59.3% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling