-29.0%
CDE vs FE
+6.3%
-35.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -12.1% | +3.9% | -15.9% | -12.8% |
| 3M | -23.9% | -0.1% | -23.8% | -24.1% |
| 6M | -29.0% | +6.1% | -35.1% | -26.8% |
| All | -29.0% | +6.3% | -35.4% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling