+51.6%
CDE vs WM
+330.8%
-279.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -9.6% | +3.2% | -12.8% | -11.0% |
| 30D | -6.7% | +13.0% | -19.7% | -12.4% |
| 3M | -24.2% | +9.2% | -33.5% | -27.8% |
| 6M | -29.1% | +13.6% | -42.7% | -35.1% |
| YTD | -21.5% | +12.4% | -33.9% | -28.1% |
| 1Y | -7.4% | +21.2% | -28.6% | -19.0% |
| 3Y | +596.3% | +48.7% | +547.6% | +426.2% |
| 5Y | +95.7% | +61.9% | +33.9% | +39.3% |
| All | +51.6% | +330.8% | -279.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling