+56.1%
CDE vs FITB
+290.8%
-234.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.0% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +9.5% | -5.7% | +15.1% | +11.4% |
| 3M | +25.5% | +3.2% | +22.3% | +23.9% |
| 6M | -7.9% | +23.4% | -31.3% | -14.3% |
| YTD | +15.6% | +18.8% | -3.2% | +8.4% |
| 1Y | +34.0% | +25.0% | +9.1% | +23.1% |
| 3Y | +791.9% | +131.2% | +660.7% | +565.9% |
| 5Y | +197.7% | +70.7% | +127.1% | +138.4% |
| All | +56.1% | +290.8% | -234.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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