+194.3%
CDE vs FITB
+68.4%
+125.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -3.3% |
| 7D | -6.1% | -1.0% | -5.1% | -5.7% |
| 30D | +9.5% | -5.5% | +15.0% | +11.8% |
| 3M | +32.0% | +4.1% | +27.9% | +29.4% |
| 6M | -12.8% | +18.7% | -31.5% | -19.2% |
| YTD | +14.2% | +18.2% | -4.0% | +5.3% |
| 1Y | +36.3% | +23.7% | +12.6% | +22.7% |
| 3Y | +821.4% | +130.8% | +690.6% | +528.0% |
| 5Y | +194.3% | +69.8% | +124.5% | +114.7% |
| All | +194.3% | +68.4% | +125.9% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling