+58.2%
CDE vs CF
+599.7%
-541.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.9% |
| 7D | -2.0% | -0.8% | -1.1% | -1.8% |
| 30D | +15.7% | +14.3% | +1.4% | +11.5% |
| 3M | +30.5% | +27.9% | +2.7% | +21.2% |
| 6M | -7.4% | +25.5% | -32.9% | -16.4% |
| YTD | +17.9% | +81.2% | -63.3% | -5.7% |
| 1Y | +46.7% | +66.5% | -19.8% | +20.1% |
| 3Y | +851.3% | +76.7% | +774.6% | +644.7% |
| 5Y | +202.9% | +237.8% | -34.9% | +90.3% |
| 10Y | +58.2% | +619.9% | -561.7% | -14.6% |
| All | +58.2% | +599.7% | -541.5% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling