+56.1%
CDE vs EFX
+42.6%
+13.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -3.1% | -4.5% | +1.4% | -1.4% |
| 30D | +9.5% | -6.1% | +15.5% | +11.9% |
| 3M | +25.5% | +6.2% | +19.3% | +21.3% |
| 6M | -7.9% | -11.2% | +3.3% | -5.3% |
| YTD | +15.6% | -21.4% | +37.0% | +23.8% |
| 1Y | +34.0% | -34.3% | +68.4% | +54.1% |
| 3Y | +791.9% | -12.5% | +804.4% | +795.5% |
| 5Y | +197.7% | -35.6% | +233.3% | +226.7% |
| All | +56.1% | +42.6% | +13.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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