+144.7%
CDE vs CFG
+361.3%
-216.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.9% | -2.4% |
| 7D | -9.6% | +3.2% | -12.8% | -10.4% |
| 30D | -6.7% | +5.1% | -11.8% | -7.9% |
| 3M | -24.2% | -11.2% | -13.0% | -21.7% |
| 6M | -29.1% | +9.6% | -38.7% | -30.9% |
| YTD | -21.5% | +15.0% | -36.5% | -24.4% |
| 1Y | -7.4% | +29.9% | -37.2% | -13.7% |
| 3Y | +596.3% | +192.1% | +404.2% | +417.8% |
| 5Y | +95.7% | +62.3% | +33.5% | +63.8% |
| 10Y | +53.0% | +219.2% | -166.2% | +4.1% |
| All | +144.7% | +361.3% | -216.6% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling