+35.5%
CDE vs FIVE
+868.1%
-832.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.1% | -7.0% | -3.3% |
| 7D | +0.5% | +4.3% | -3.7% | -0.7% |
| 30D | +21.9% | +12.5% | +9.3% | +17.6% |
| 3M | +14.9% | +31.2% | -16.3% | +6.2% |
| 6M | -10.5% | +14.4% | -24.9% | -14.8% |
| YTD | +19.3% | +33.9% | -14.6% | +8.8% |
| 1Y | +50.8% | +65.1% | -14.2% | +30.0% |
| 3Y | +782.3% | +49.0% | +733.4% | +633.1% |
| 5Y | +191.7% | +30.3% | +161.4% | +142.7% |
| 10Y | +57.6% | +481.1% | -423.5% | -8.8% |
| All | +35.5% | +868.1% | -832.6% | -34.4% |
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