+194.3%
CDE vs FIS
-65.9%
+260.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.5% |
| 7D | -6.1% | -8.9% | +2.8% | -3.6% |
| 30D | +9.5% | -9.9% | +19.4% | +12.5% |
| 3M | +32.0% | 0.0% | +32.0% | +30.3% |
| 6M | -12.8% | -22.9% | +10.1% | -6.9% |
| YTD | +14.2% | -40.9% | +55.1% | +33.2% |
| 1Y | +36.3% | -40.4% | +76.7% | +58.1% |
| 3Y | +821.4% | -25.4% | +846.8% | +878.6% |
| 5Y | +194.3% | -64.8% | +259.1% | +306.6% |
| All | +194.3% | -65.9% | +260.2% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling