+4.1%
CMG vs CDE
-12.2%
+16.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | -3.8% | -6.1% | +2.2% | -3.3% |
| 30D | +12.9% | +9.5% | +3.4% | +11.8% |
| 3M | +18.8% | +32.0% | -13.2% | +15.8% |
| 6M | +4.1% | -12.8% | +16.9% | +5.0% |
| All | +4.1% | -12.2% | +16.3% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling