-49.3%
CDE vs CF
+5,948.3%
-5,997.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.5% |
| 7D | +0.5% | +6.0% | -5.5% | -2.0% |
| 30D | +21.9% | +14.8% | +7.0% | +14.4% |
| 3M | +14.9% | +14.1% | +0.9% | +7.2% |
| 6M | -10.5% | +28.5% | -39.0% | -24.7% |
| YTD | +19.3% | +74.9% | -55.7% | -12.7% |
| 1Y | +50.8% | +61.7% | -10.9% | +13.6% |
| 3Y | +782.3% | +80.3% | +702.0% | +509.3% |
| 5Y | +191.7% | +226.0% | -34.3% | +44.6% |
| 10Y | +57.6% | +569.9% | -512.2% | -53.8% |
| All | -49.3% | +5,948.3% | -5,997.6% | -94.7% |
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