+50.8%
CDE vs CF
+62.4%
-11.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -2.6% |
| 7D | +0.5% | +6.0% | -5.5% | +1.9% |
| 30D | +21.9% | +14.8% | +7.0% | +25.7% |
| 3M | +14.9% | +14.1% | +0.9% | +18.6% |
| 6M | -10.5% | +28.5% | -39.0% | -10.8% |
| YTD | +19.3% | +74.9% | -55.7% | +12.1% |
| 1Y | +50.8% | +61.7% | -10.9% | +43.3% |
| All | +50.8% | +62.4% | -11.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling