+322.0%
CMG vs CDE
+61.6%
+260.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -2.1% | -3.1% | +1.1% | -1.8% |
| 30D | +10.9% | +9.5% | +1.4% | +10.0% |
| 3M | +15.8% | +25.5% | -9.6% | +13.2% |
| 6M | +6.9% | -7.9% | +14.8% | +6.6% |
| YTD | -2.2% | +15.6% | -17.7% | -4.8% |
| 1Y | -7.1% | +34.0% | -41.1% | -11.3% |
| 3Y | -7.1% | +791.9% | -799.0% | -27.4% |
| 5Y | -4.8% | +197.7% | -202.5% | -21.0% |
| All | +322.0% | +61.6% | +260.4% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling