+51.6%
CDE vs FIX
+3,564.5%
-3,512.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.7% |
| 7D | -9.6% | +9.4% | -19.1% | -12.6% |
| 30D | -6.7% | -27.8% | +21.1% | +3.3% |
| 3M | -24.2% | -35.6% | +11.3% | -13.0% |
| 6M | -29.1% | -45.2% | +16.1% | -14.2% |
| YTD | -21.5% | +19.5% | -41.0% | -28.2% |
| 1Y | -7.4% | +24.2% | -31.6% | -16.6% |
| 3Y | +596.3% | +494.2% | +102.1% | +231.8% |
| 5Y | +95.7% | +1,036.1% | -940.4% | -28.1% |
| All | +51.6% | +3,564.5% | -3,512.9% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling