-89.4%
CDE vs CLF
+714.0%
-803.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.5% |
| 7D | +0.5% | +7.6% | -7.1% | -1.9% |
| 30D | +21.9% | -1.2% | +23.0% | +22.0% |
| 3M | +14.9% | -13.4% | +28.3% | +19.1% |
| 6M | -10.5% | +15.4% | -25.9% | -16.3% |
| YTD | +19.3% | -5.9% | +25.1% | +17.7% |
| 1Y | +50.8% | +18.8% | +32.0% | +37.1% |
| 3Y | +782.3% | -19.4% | +801.7% | +726.3% |
| 5Y | +191.7% | -47.7% | +239.4% | +201.8% |
| 10Y | +57.6% | +130.4% | -72.7% | -26.7% |
| All | -89.4% | +714.0% | -803.4% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling