+791.9%
CDE vs XME
+122.1%
+669.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.7% |
| 7D | -3.1% | -4.2% | +1.1% | +3.1% |
| 30D | +9.5% | -2.7% | +12.2% | +13.8% |
| 3M | +25.5% | -3.9% | +29.4% | +34.4% |
| 6M | -7.9% | -1.0% | -6.9% | -5.1% |
| YTD | +15.6% | +9.8% | +5.7% | +4.1% |
| 1Y | +34.0% | +32.5% | +1.5% | -7.4% |
| 3Y | +791.9% | +124.3% | +667.6% | +163.5% |
| All | +791.9% | +122.1% | +669.9% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling