-10.8%
CDE vs FIVE
+846.9%
-857.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -9.6% | +2.7% | -12.3% | -10.2% |
| 30D | -6.7% | +12.7% | -19.3% | -9.6% |
| 3M | -24.2% | +2.1% | -26.3% | -25.0% |
| 6M | -29.1% | +17.5% | -46.6% | -32.9% |
| YTD | -21.5% | +31.0% | -52.5% | -28.1% |
| 1Y | -7.4% | +67.7% | -75.1% | -20.6% |
| 3Y | +596.3% | +43.4% | +552.9% | +483.5% |
| 5Y | +95.7% | +18.1% | +77.7% | +67.1% |
| 10Y | +53.0% | +508.8% | -455.8% | -12.0% |
| All | -10.8% | +846.9% | -857.7% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling