+5.6%
CDE vs CF
+35.9%
-30.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.4% | +13.1% | +7.7% |
| 7D | +1.1% | -6.9% | +8.0% | -0.3% |
| 30D | -14.5% | -3.7% | -10.7% | -15.0% |
| 3M | -10.1% | -5.0% | -5.1% | -10.2% |
| 6M | -16.9% | -10.5% | -6.4% | -17.9% |
| YTD | -18.1% | +46.5% | -64.7% | -29.6% |
| 1Y | +5.6% | +34.8% | -29.2% | -7.2% |
| All | +5.6% | +35.9% | -30.3% | -7.2% |
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