+810.1%
CDE vs FFIV
+151.3%
+658.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.2% | -0.3% |
| 7D | -2.0% | +3.5% | -5.4% | -3.6% |
| 30D | +15.7% | -1.3% | +17.0% | +16.1% |
| 3M | +30.5% | +2.4% | +28.1% | +27.8% |
| 6M | -7.4% | +41.8% | -49.2% | -25.3% |
| YTD | +17.9% | +58.5% | -40.6% | -11.2% |
| 1Y | +46.7% | +24.3% | +22.4% | +26.1% |
| All | +810.1% | +151.3% | +658.8% | +421.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling