+189.0%
CDE vs VMC
+47.0%
+142.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -3.1% | -3.8% | +0.7% | -0.8% |
| 30D | +9.5% | -9.7% | +19.2% | +16.7% |
| 3M | +25.5% | -9.6% | +35.1% | +33.5% |
| 6M | -7.9% | -4.8% | -3.1% | -5.0% |
| YTD | +15.6% | -10.9% | +26.4% | +24.2% |
| 1Y | +34.0% | -15.6% | +49.6% | +48.3% |
| 3Y | +791.9% | +19.3% | +772.6% | +694.6% |
| All | +189.0% | +47.0% | +142.0% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling