+204.3%
CDE vs FGI
-70.0%
+274.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -7.0% |
| 7D | +14.0% | -4.1% | +18.1% | +14.1% |
| 30D | -10.7% | -3.4% | -7.4% | -10.7% |
| 3M | -15.8% | +61.8% | -77.5% | -18.2% |
| 6M | -17.5% | +17.0% | -34.6% | -19.4% |
| YTD | -14.1% | +31.4% | -45.6% | -18.4% |
| 1Y | +2.9% | +42.7% | -39.7% | -3.0% |
| 3Y | +625.5% | -0.1% | +625.6% | +557.6% |
| All | +204.3% | -70.0% | +274.4% | +197.4% |
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