+39.6%
CDE vs FICO
+607.5%
-568.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +2.3% | -15.4% | +17.7% | +6.8% |
| 30D | +18.8% | -10.4% | +29.2% | +22.0% |
| 3M | +23.5% | -22.7% | +46.2% | +30.2% |
| 6M | -8.6% | -36.8% | +28.1% | +0.8% |
| YTD | +16.0% | -44.8% | +60.8% | +33.3% |
| 1Y | +42.1% | -39.3% | +81.4% | +55.2% |
| 3Y | +835.9% | +3.7% | +832.2% | +702.5% |
| 5Y | +197.6% | +101.7% | +95.9% | +85.6% |
| 10Y | +39.6% | +602.8% | -563.2% | -39.4% |
| All | +39.6% | +607.5% | -568.0% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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