+56.1%
CDE vs FLEX
+1,128.1%
-1,072.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | -1.8% |
| 7D | -3.1% | +5.7% | -8.8% | -5.5% |
| 30D | +9.5% | -7.0% | +16.5% | +12.1% |
| 3M | +25.5% | -23.8% | +49.3% | +37.1% |
| 6M | -7.9% | +82.6% | -90.5% | -32.5% |
| YTD | +15.6% | +91.6% | -76.1% | -17.6% |
| 1Y | +34.0% | +100.6% | -66.5% | -6.8% |
| 3Y | +791.9% | +479.8% | +312.1% | +281.7% |
| 5Y | +197.7% | +746.5% | -548.8% | +7.9% |
| All | +56.1% | +1,128.1% | -1,072.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling