+810.1%
CDE vs CFG
+182.2%
+627.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.7% |
| 30D | +15.7% | -4.5% | +20.2% | +17.9% |
| 3M | +30.5% | +6.3% | +24.2% | +26.4% |
| 6M | -7.4% | +20.6% | -28.0% | -15.4% |
| YTD | +17.9% | +21.2% | -3.3% | +7.7% |
| 1Y | +46.7% | +38.2% | +8.5% | +25.9% |
| All | +810.1% | +182.2% | +627.9% | +406.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling