+52.1%
CDE vs FIS
+346.5%
-294.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | -0.4% |
| 7D | +2.3% | -3.5% | +5.7% | +3.7% |
| 30D | +18.8% | -7.8% | +26.6% | +22.3% |
| 3M | +23.5% | +0.8% | +22.7% | +21.4% |
| 6M | -8.6% | -21.9% | +13.3% | -1.3% |
| YTD | +16.0% | -39.5% | +55.5% | +38.9% |
| 1Y | +42.1% | -41.0% | +83.0% | +71.0% |
| 3Y | +835.9% | -23.6% | +859.5% | +896.9% |
| 5Y | +197.6% | -65.6% | +263.2% | +323.0% |
| 10Y | +39.6% | -40.2% | +79.8% | +56.9% |
| All | +52.1% | +346.5% | -294.5% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling