+52.9%
CDE vs CF
+494.2%
-441.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.6% | -9.6% | -7.7% |
| 7D | +14.0% | +4.8% | +9.3% | +12.4% |
| 30D | -10.7% | +9.7% | -20.4% | -13.4% |
| 3M | -15.8% | +1.2% | -17.0% | -16.7% |
| 6M | -17.5% | +7.4% | -24.9% | -20.6% |
| YTD | -14.1% | +60.5% | -74.7% | -29.9% |
| 1Y | +2.9% | +50.7% | -47.8% | -14.2% |
| 3Y | +625.5% | +64.8% | +560.7% | +469.4% |
| 5Y | +117.1% | +115.8% | +1.3% | +53.5% |
| 10Y | +52.9% | +481.0% | -428.1% | -11.4% |
| All | +52.9% | +494.2% | -441.3% | -11.4% |
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