-47.7%
CDE vs FFIV
+7,518.9%
-7,566.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | -1.0% | +1.5% | +0.6% |
| 30D | +21.9% | -5.1% | +26.9% | +22.4% |
| 3M | +14.9% | -4.5% | +19.4% | +15.4% |
| 6M | -10.5% | +36.5% | -47.0% | -13.8% |
| YTD | +19.3% | +53.0% | -33.7% | +13.5% |
| 1Y | +50.8% | +24.2% | +26.6% | +46.6% |
| 3Y | +782.3% | +137.2% | +645.1% | +703.2% |
| 5Y | +191.7% | +91.8% | +99.9% | +170.7% |
| 10Y | +57.6% | +215.2% | -157.5% | +39.4% |
| All | -47.7% | +7,518.9% | -7,566.6% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling