-87.3%
CDE vs FIX
+8,590.7%
-8,678.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | +4.1% |
| 7D | +23.5% | -7.2% | +30.7% | +24.6% |
| 30D | -4.0% | -35.1% | +31.1% | +5.3% |
| 3M | -5.4% | -34.3% | +28.9% | +3.0% |
| 6M | -11.3% | -42.9% | +31.7% | -0.4% |
| YTD | -7.6% | +19.5% | -27.1% | -12.3% |
| 1Y | +12.1% | +16.8% | -4.7% | +6.8% |
| 3Y | +652.0% | +506.7% | +145.3% | +382.0% |
| 5Y | +137.3% | +1,046.7% | -909.4% | +31.4% |
| 10Y | +50.3% | +3,800.0% | -3,749.7% | -37.2% |
| All | -87.3% | +8,590.7% | -8,678.0% | -96.0% |
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