+58.2%
CDE vs FIX
+5,928.8%
-5,870.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.4% |
| 7D | -2.0% | +3.5% | -5.5% | -3.3% |
| 30D | +15.7% | -3.5% | +19.2% | +16.8% |
| 3M | +30.5% | -11.8% | +42.3% | +35.0% |
| 6M | -7.4% | +17.8% | -25.2% | -13.5% |
| YTD | +17.9% | +73.3% | -55.4% | -3.6% |
| 1Y | +46.7% | +128.1% | -81.4% | +8.2% |
| 3Y | +851.3% | +772.7% | +78.6% | +310.4% |
| 5Y | +202.9% | +2,166.4% | -1,963.5% | -7.6% |
| 10Y | +58.2% | +6,034.5% | -5,976.3% | -61.2% |
| All | +58.2% | +5,928.8% | -5,870.6% | -61.2% |
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