+198.0%
CDE vs FIX
+2,198.4%
-2,000.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.7% |
| 7D | +2.3% | +6.1% | -3.8% | -0.1% |
| 30D | +18.8% | -2.7% | +21.5% | +19.6% |
| 3M | +23.5% | -10.9% | +34.4% | +27.5% |
| 6M | -8.6% | +29.0% | -37.6% | -18.1% |
| YTD | +16.0% | +76.9% | -60.9% | -7.0% |
| 1Y | +42.1% | +130.7% | -88.7% | +2.4% |
| 3Y | +835.9% | +790.7% | +45.2% | +261.5% |
| All | +198.0% | +2,198.4% | -2,000.3% | -20.1% |
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