-88.4%
CDE vs FIX
+8,968.5%
-9,057.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.9% |
| 7D | +3.1% | +6.4% | -3.4% | +1.4% |
| 30D | -10.3% | -29.1% | +18.8% | -3.7% |
| 3M | -19.1% | -31.1% | +12.0% | -12.9% |
| 6M | -24.0% | -42.8% | +18.8% | -14.8% |
| YTD | -15.6% | +24.6% | -40.3% | -20.7% |
| 1Y | -1.1% | +21.9% | -23.0% | -6.7% |
| 3Y | +613.1% | +524.9% | +88.2% | +353.6% |
| 5Y | +109.3% | +1,092.2% | -982.9% | +14.7% |
| 10Y | +64.4% | +3,759.0% | -3,694.6% | -31.3% |
| All | -88.4% | +8,968.5% | -9,057.0% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling