+56.1%
CDE vs FDS
+64.8%
-8.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | -3.1% | -14.0% | +10.9% | +2.4% |
| 30D | +9.5% | -6.2% | +15.7% | +11.9% |
| 3M | +25.5% | +10.2% | +15.3% | +19.0% |
| 6M | -7.9% | +27.4% | -35.3% | -20.1% |
| YTD | +15.6% | -9.3% | +24.8% | +16.0% |
| 1Y | +34.0% | -28.6% | +62.7% | +49.3% |
| 3Y | +791.9% | -36.8% | +828.7% | +939.1% |
| 5Y | +197.7% | -28.6% | +226.4% | +218.4% |
| All | +56.1% | +64.8% | -8.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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