+189.0%
CDE vs FFIV
+101.9%
+87.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.6% |
| 7D | -3.1% | +5.4% | -8.5% | -5.8% |
| 30D | +9.5% | -2.7% | +12.1% | +10.6% |
| 3M | +25.5% | +4.5% | +21.0% | +21.4% |
| 6M | -7.9% | +42.2% | -50.1% | -25.9% |
| YTD | +15.6% | +61.3% | -45.7% | -13.7% |
| 1Y | +34.0% | +23.0% | +11.0% | +15.7% |
| 3Y | +791.9% | +156.3% | +635.6% | +392.0% |
| All | +189.0% | +101.9% | +87.1% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling