+50.8%
CDE vs FIVE
+66.7%
-15.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -3.6% |
| 7D | +0.5% | +4.3% | -3.7% | -1.0% |
| 30D | +21.9% | +12.5% | +9.3% | +16.1% |
| 3M | +14.9% | +31.2% | -16.3% | +3.1% |
| 6M | -10.5% | +14.4% | -24.9% | -15.6% |
| YTD | +19.3% | +33.9% | -14.6% | +2.9% |
| 1Y | +50.8% | +65.1% | -14.2% | +13.8% |
| All | +50.8% | +66.7% | -15.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling