-7.4%
CDE vs FIX
+15.7%
-23.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.7% |
| 7D | -9.6% | +9.4% | -19.1% | -13.0% |
| 30D | -6.7% | -27.8% | +21.1% | +6.4% |
| 3M | -24.2% | -35.6% | +11.3% | -9.2% |
| 6M | -29.1% | -45.2% | +16.1% | -8.2% |
| YTD | -21.5% | +19.5% | -41.0% | -31.2% |
| 1Y | -7.4% | +24.2% | -31.6% | -21.3% |
| All | -7.4% | +15.7% | -23.1% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling