+137.3%
CDE vs FIX
+1,049.0%
-911.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | +2.8% |
| 7D | +23.5% | -7.2% | +30.7% | +24.9% |
| 30D | -4.0% | -35.1% | +31.1% | +11.7% |
| 3M | -5.4% | -34.3% | +28.9% | +8.7% |
| 6M | -11.3% | -42.9% | +31.7% | +7.0% |
| YTD | -7.6% | +19.5% | -27.1% | -15.8% |
| 1Y | +12.1% | +16.8% | -4.7% | +2.7% |
| 3Y | +652.0% | +506.7% | +145.3% | +222.0% |
| 5Y | +137.3% | +1,046.7% | -909.4% | -29.4% |
| All | +137.3% | +1,049.0% | -911.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling