+238.9%
CRM vs CDE
+61.6%
+177.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.8% |
| 7D | -4.4% | -3.1% | -1.3% | -4.1% |
| 30D | +28.1% | +9.5% | +18.7% | +26.9% |
| 3M | +48.8% | +25.5% | +23.3% | +44.7% |
| 6M | +28.3% | -7.9% | +36.2% | +27.7% |
| YTD | -6.0% | +15.6% | -21.6% | -9.3% |
| 1Y | +1.4% | +34.0% | -32.6% | -4.7% |
| 3Y | +11.8% | +791.9% | -780.1% | -19.7% |
| 5Y | -2.0% | +197.7% | -199.8% | -23.5% |
| All | +238.9% | +61.6% | +177.3% | +137.2% |
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