-51.0%
CDE vs XME
+244.0%
-295.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +2.3% |
| 7D | -2.0% | -0.2% | -1.7% | -1.8% |
| 30D | +15.7% | +1.4% | +14.3% | +14.1% |
| 3M | +30.5% | +2.7% | +27.8% | +28.5% |
| 6M | -7.4% | +6.5% | -13.9% | -10.9% |
| YTD | +17.9% | +15.2% | +2.7% | +6.3% |
| 1Y | +46.7% | +43.5% | +3.2% | +6.5% |
| 3Y | +851.3% | +135.9% | +715.4% | +333.4% |
| 5Y | +202.9% | +181.5% | +21.5% | +18.9% |
| 10Y | +58.2% | +436.9% | -378.7% | -67.5% |
| All | -51.0% | +244.0% | -295.0% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling