+54.3%
CDE vs FE
+114.8%
-60.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -6.1% | -1.7% | -4.4% | -5.3% |
| 30D | +9.5% | -1.3% | +10.7% | +10.1% |
| 3M | +32.0% | +0.6% | +31.4% | +31.5% |
| 6M | -12.8% | -6.8% | -5.9% | -10.0% |
| YTD | +14.2% | +6.4% | +7.8% | +10.4% |
| 1Y | +36.3% | +11.3% | +25.0% | +28.8% |
| 3Y | +821.4% | +47.1% | +774.3% | +647.5% |
| 5Y | +194.3% | +50.4% | +143.9% | +139.1% |
| All | +54.3% | +114.8% | -60.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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