+4,005.7%
CMG vs CDE
-53.8%
+4,059.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -3.8% | -6.1% | +2.2% | -3.3% |
| 30D | +12.9% | +9.5% | +3.4% | +11.9% |
| 3M | +18.8% | +32.0% | -13.2% | +15.4% |
| 6M | +4.1% | -12.8% | +16.9% | +4.2% |
| YTD | -2.4% | +14.2% | -16.6% | -5.1% |
| 1Y | -6.7% | +36.3% | -43.0% | -11.2% |
| 3Y | -7.1% | +821.4% | -828.5% | -28.4% |
| 5Y | -5.0% | +194.3% | -199.2% | -21.6% |
| 10Y | +323.5% | +53.2% | +270.3% | +236.1% |
| All | +4,005.7% | -53.8% | +4,059.5% | +2,702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling