+51.6%
CDE vs FFIV
+118.6%
-66.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -1.0% |
| 7D | -9.6% | -0.5% | -9.1% | -9.4% |
| 30D | -6.7% | -32.4% | +25.7% | +9.5% |
| 3M | -24.2% | -25.7% | +1.5% | -15.3% |
| 6M | -29.1% | -13.5% | -15.6% | -26.7% |
| YTD | -21.5% | +21.1% | -42.6% | -32.1% |
| 1Y | -7.4% | +29.4% | -36.8% | -22.5% |
| 3Y | +596.3% | +94.9% | +501.4% | +372.8% |
| 5Y | +95.7% | +34.7% | +61.0% | +52.4% |
| All | +51.6% | +118.6% | -66.9% | -9.1% |
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