-10.7%
CMG vs CDE
+54.5%
-65.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | +7.1% | +21.9% | -14.7% | +5.2% |
| 3M | +31.2% | +14.9% | +16.2% | +28.7% |
| 6M | +0.7% | -10.5% | +11.2% | +0.7% |
| YTD | -0.1% | +19.3% | -19.4% | -3.3% |
| 1Y | -10.7% | +50.8% | -61.6% | -11.8% |
| All | -10.7% | +54.5% | -65.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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