+56.1%
CDE vs FIS
-39.8%
+95.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -7.9% | +4.8% | +0.1% |
| 30D | +9.5% | -8.0% | +17.4% | +12.7% |
| 3M | +25.5% | +0.6% | +24.9% | +23.2% |
| 6M | -7.9% | -22.2% | +14.3% | 0.0% |
| YTD | +15.6% | -40.8% | +56.3% | +41.3% |
| 1Y | +34.0% | -41.5% | +75.6% | +64.1% |
| 3Y | +791.9% | -25.5% | +817.4% | +855.3% |
| 5Y | +197.7% | -64.8% | +262.5% | +346.3% |
| All | +56.1% | -39.8% | +95.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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