+810.1%
CDE vs FDS
-32.7%
+842.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.9% |
| 7D | -2.0% | -8.8% | +6.8% | -1.3% |
| 30D | +15.7% | -1.4% | +17.1% | +15.9% |
| 3M | +30.5% | +13.9% | +16.6% | +29.2% |
| 6M | -7.4% | +27.4% | -34.8% | -9.9% |
| YTD | +17.9% | -2.5% | +20.4% | +21.4% |
| 1Y | +46.7% | -23.8% | +70.5% | +62.7% |
| All | +810.1% | -32.7% | +842.8% | +858.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling