-93.0%
CDE vs CLF
+723.8%
-816.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.0% |
| 6M | -29.1% | +15.1% | -44.2% | -34.7% |
| YTD | -21.5% | -4.7% | -16.8% | -24.4% |
| 1Y | -7.4% | +20.4% | -27.7% | -17.4% |
| 3Y | +596.3% | -23.4% | +619.7% | +553.3% |
| 5Y | +95.7% | -43.3% | +139.0% | +95.0% |
| 10Y | +53.0% | +80.5% | -27.6% | -22.6% |
| All | -93.0% | +723.8% | -816.8% | -97.9% |
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