+56.1%
CDE vs FFIV
+249.4%
-193.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.4% |
| 7D | -3.1% | +5.4% | -8.5% | -5.5% |
| 30D | +9.5% | -2.7% | +12.1% | +10.5% |
| 3M | +25.5% | +4.5% | +21.0% | +21.9% |
| 6M | -7.9% | +42.2% | -50.1% | -23.6% |
| YTD | +15.6% | +61.3% | -45.7% | -10.0% |
| 1Y | +34.0% | +23.0% | +11.0% | +17.9% |
| 3Y | +791.9% | +156.3% | +635.6% | +449.6% |
| 5Y | +197.7% | +102.9% | +94.9% | +98.5% |
| All | +56.1% | +249.4% | -193.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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