+99.7%
CDE vs FDX
+74.7%
+25.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.7% |
| 7D | -9.6% | +5.2% | -14.8% | -11.1% |
| 30D | -6.7% | +11.3% | -18.0% | -9.9% |
| 3M | -24.2% | -4.1% | -20.1% | -23.4% |
| 6M | -29.1% | +9.6% | -38.7% | -31.2% |
| YTD | -21.5% | +40.9% | -62.4% | -29.1% |
| 1Y | -7.4% | +53.0% | -60.4% | -18.2% |
| 3Y | +596.3% | +74.1% | +522.2% | +474.9% |
| All | +99.7% | +74.7% | +25.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 5y: compounded portfolio wealth divided by compounded FDX 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…
5y analysis · Full analysis span regression · 6 months rolling