+86.9%
CDE vs FLR
+587.1%
-500.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.7% |
| 7D | -2.0% | -3.1% | +1.2% | -0.9% |
| 30D | +15.7% | +4.9% | +10.8% | +13.7% |
| 3M | +30.5% | +10.8% | +19.7% | +25.5% |
| 6M | -7.4% | +19.7% | -27.0% | -13.7% |
| YTD | +17.9% | +38.4% | -20.4% | +4.9% |
| 1Y | +46.7% | +34.7% | +12.0% | +31.8% |
| 3Y | +851.3% | +56.7% | +794.6% | +678.2% |
| 5Y | +202.9% | +241.6% | -38.7% | +87.6% |
| 10Y | +58.2% | +20.2% | +38.0% | +7.2% |
| All | +86.9% | +587.1% | -500.3% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling