+54.3%
CDE vs CLF
+128.8%
-74.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.5% |
| 7D | -6.1% | -3.7% | -2.4% | -5.0% |
| 30D | +9.5% | -4.7% | +14.1% | +10.7% |
| 3M | +32.0% | -4.7% | +36.7% | +32.5% |
| 6M | -12.8% | +24.0% | -36.8% | -19.1% |
| YTD | +14.2% | -10.9% | +25.1% | +14.9% |
| 1Y | +36.3% | +4.0% | +32.3% | +31.2% |
| 3Y | +821.4% | -16.9% | +838.3% | +775.6% |
| 5Y | +194.3% | -49.3% | +243.6% | +209.3% |
| All | +54.3% | +128.8% | -74.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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