-89.5%
CDE vs EFX
+6,078.9%
-6,168.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.2% |
| 7D | -2.0% | -9.4% | +7.4% | +0.6% |
| 30D | +15.7% | -6.9% | +22.6% | +17.8% |
| 3M | +30.5% | +0.1% | +30.4% | +29.6% |
| 6M | -7.4% | -17.3% | +9.9% | -3.8% |
| YTD | +17.9% | -21.8% | +39.7% | +23.8% |
| 1Y | +46.7% | -32.5% | +79.2% | +59.8% |
| 3Y | +851.3% | -12.3% | +863.6% | +861.9% |
| 5Y | +202.9% | -36.6% | +239.5% | +227.2% |
| 10Y | +58.2% | +41.0% | +17.2% | +38.2% |
| All | -89.5% | +6,078.9% | -6,168.4% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling