+189.0%
CDE vs CFG
+99.1%
+89.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +9.5% | -4.6% | +14.1% | +11.4% |
| 3M | +25.5% | +6.7% | +18.8% | +21.9% |
| 6M | -7.9% | +22.1% | -30.0% | -15.2% |
| YTD | +15.6% | +23.2% | -7.6% | +6.1% |
| 1Y | +34.0% | +40.3% | -6.2% | +16.4% |
| 3Y | +791.9% | +187.9% | +604.0% | +465.3% |
| All | +189.0% | +99.1% | +89.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling