+99.7%
CDE vs CLF
-42.8%
+142.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.2% |
| 7D | -9.6% | +10.4% | -20.0% | -12.7% |
| 30D | -6.7% | +0.6% | -7.2% | -8.5% |
| 3M | -24.2% | +4.1% | -28.3% | -27.1% |
| 6M | -29.1% | +15.1% | -44.2% | -34.8% |
| YTD | -21.5% | -4.7% | -16.8% | -24.6% |
| 1Y | -7.4% | +20.4% | -27.7% | -17.8% |
| 3Y | +596.3% | -23.4% | +619.7% | +576.4% |
| All | +99.7% | -42.8% | +142.5% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling