-60.7%
CDE vs CF
+5,310.1%
-5,370.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +23.5% | -0.9% | +24.4% | +23.6% |
| 30D | -4.0% | +6.9% | -10.9% | -7.4% |
| 3M | -5.4% | +4.8% | -10.3% | -8.6% |
| 6M | -11.3% | +4.7% | -15.9% | -15.5% |
| YTD | -7.6% | +56.5% | -64.1% | -29.9% |
| 1Y | +12.1% | +48.4% | -36.3% | -12.9% |
| 3Y | +652.0% | +59.1% | +592.8% | +444.0% |
| 5Y | +137.3% | +109.5% | +27.8% | +43.5% |
| 10Y | +50.3% | +487.0% | -436.7% | -53.3% |
| All | -60.7% | +5,310.1% | -5,370.8% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling