+197.6%
CDE vs CF
+222.3%
-24.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.9% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +18.8% | +18.1% | +0.7% | +14.6% |
| 3M | +23.5% | +23.4% | +0.1% | +17.2% |
| 6M | -8.6% | +17.1% | -25.7% | -15.1% |
| YTD | +16.0% | +76.2% | -60.2% | -6.1% |
| 1Y | +42.1% | +62.3% | -20.2% | +17.6% |
| 3Y | +835.9% | +71.8% | +764.1% | +632.8% |
| 5Y | +197.6% | +234.6% | -37.0% | +109.1% |
| All | +197.6% | +222.3% | -24.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling