+56.1%
CDE vs FERG
+351.3%
-295.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -3.1% | -2.6% | -0.5% | -2.4% |
| 30D | +9.5% | -8.9% | +18.4% | +12.1% |
| 3M | +25.5% | -2.0% | +27.5% | +26.1% |
| 6M | -7.9% | -3.2% | -4.7% | -6.9% |
| YTD | +15.6% | +1.5% | +14.1% | +15.9% |
| 1Y | +34.0% | +0.5% | +33.6% | +34.3% |
| 3Y | +791.9% | +50.4% | +741.5% | +725.4% |
| 5Y | +197.7% | +68.7% | +129.0% | +164.5% |
| All | +56.1% | +351.3% | -295.2% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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