+54.3%
CDE vs CFG
+311.8%
-257.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -6.1% | -1.7% | -4.4% | -5.6% |
| 30D | +9.5% | -4.6% | +14.1% | +10.9% |
| 3M | +32.0% | +7.9% | +24.1% | +28.7% |
| 6M | -12.8% | +19.9% | -32.7% | -17.5% |
| YTD | +14.2% | +21.7% | -7.5% | +7.6% |
| 1Y | +36.3% | +38.4% | -2.1% | +23.1% |
| 3Y | +821.4% | +187.0% | +634.4% | +563.7% |
| 5Y | +194.3% | +99.5% | +94.7% | +128.9% |
| All | +54.3% | +311.8% | -257.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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