-89.7%
CDE vs FITB
+2,836.2%
-2,925.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.6% |
| 7D | +2.3% | +2.8% | -0.6% | +1.8% |
| 30D | +18.8% | -4.5% | +23.3% | +19.7% |
| 3M | +23.5% | +5.7% | +17.8% | +22.2% |
| 6M | -8.6% | +17.1% | -25.8% | -11.1% |
| YTD | +16.0% | +18.3% | -2.3% | +12.4% |
| 1Y | +42.1% | +23.9% | +18.2% | +36.4% |
| 3Y | +835.9% | +131.1% | +704.8% | +709.0% |
| 5Y | +197.6% | +71.1% | +126.5% | +167.5% |
| 10Y | +39.6% | +283.9% | -244.3% | +6.9% |
| All | -89.7% | +2,836.2% | -2,925.9% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling