-63.0%
CDE vs CF
+5,315.1%
-5,378.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.1% | +5.5% |
| 7D | +18.1% | -3.2% | +21.3% | +19.3% |
| 30D | -6.2% | +4.3% | -10.6% | -8.7% |
| 3M | -1.2% | +2.8% | -4.0% | -3.8% |
| 6M | -17.4% | +0.6% | -18.0% | -20.1% |
| YTD | -13.1% | +56.6% | -69.8% | -34.1% |
| 1Y | +7.3% | +49.6% | -42.4% | -16.9% |
| 3Y | +522.0% | +61.5% | +460.5% | +346.9% |
| 5Y | +123.2% | +124.0% | -0.8% | +30.8% |
| 10Y | +37.9% | +573.2% | -535.3% | -60.2% |
| All | -63.0% | +5,315.1% | -5,378.2% | -96.0% |
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