+56.1%
CDE vs FLR
+19.7%
+36.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | -3.1% | -3.5% | +0.4% | -2.2% |
| 30D | +9.5% | +4.2% | +5.3% | +8.3% |
| 3M | +25.5% | +8.1% | +17.4% | +22.6% |
| 6M | -7.9% | +21.5% | -29.4% | -12.9% |
| YTD | +15.6% | +36.8% | -21.2% | +6.3% |
| 1Y | +34.0% | +31.2% | +2.8% | +24.8% |
| 3Y | +791.9% | +53.9% | +738.0% | +678.8% |
| 5Y | +197.7% | +243.0% | -45.3% | +120.3% |
| All | +56.1% | +19.7% | +36.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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