-89.8%
CDE vs AFL
+18,431.1%
-18,520.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.1% | -3.3% | -2.8% | -5.3% |
| 30D | +9.5% | -5.0% | +14.4% | +10.6% |
| 3M | +32.0% | -1.8% | +33.8% | +32.0% |
| 6M | -12.8% | +4.8% | -17.6% | -14.4% |
| YTD | +14.2% | +5.4% | +8.8% | +11.7% |
| 1Y | +36.3% | +9.0% | +27.3% | +31.9% |
| 3Y | +821.4% | +63.0% | +758.4% | +702.2% |
| 5Y | +194.3% | +134.5% | +59.8% | +134.6% |
| 10Y | +53.2% | +298.6% | -245.4% | +6.8% |
| All | -89.8% | +18,431.1% | -18,520.9% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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