+318.0%
CDE vs FGI
-69.1%
+387.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.6% |
| 7D | -2.0% | +14.7% | -16.6% | -2.3% |
| 30D | +15.7% | +67.0% | -51.3% | +12.4% |
| 3M | +30.5% | +31.0% | -0.5% | +27.4% |
| 6M | -7.4% | +126.8% | -134.2% | -13.7% |
| YTD | +17.9% | +35.6% | -17.7% | +12.1% |
| 1Y | +46.7% | +108.9% | -62.2% | +33.2% |
| 3Y | +851.3% | -0.3% | +851.6% | +765.2% |
| All | +318.0% | -69.1% | +387.0% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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