+810.1%
CDE vs FLEX
+465.7%
+344.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.2% |
| 7D | -2.0% | +6.4% | -8.3% | -4.4% |
| 30D | +15.7% | -5.9% | +21.6% | +17.9% |
| 3M | +30.5% | -23.5% | +54.0% | +41.9% |
| 6M | -7.4% | +83.7% | -91.1% | -33.5% |
| YTD | +17.9% | +86.5% | -68.6% | -16.4% |
| 1Y | +46.7% | +100.5% | -53.8% | -0.2% |
| All | +810.1% | +465.7% | +344.4% | +290.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling