+39.6%
CDE vs FN
+882.3%
-842.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.3% |
| 7D | +2.3% | +3.5% | -1.3% | +1.2% |
| 30D | +18.8% | -26.0% | +44.8% | +27.7% |
| 3M | +23.5% | -33.3% | +56.7% | +35.2% |
| 6M | -8.6% | -14.9% | +6.3% | -7.8% |
| YTD | +16.0% | -8.6% | +24.6% | +12.9% |
| 1Y | +42.1% | +12.3% | +29.7% | +29.4% |
| 3Y | +835.9% | +174.4% | +661.5% | +522.3% |
| 5Y | +197.6% | +296.4% | -98.8% | +72.2% |
| 10Y | +39.6% | +890.0% | -850.5% | -38.5% |
| All | +39.6% | +882.3% | -842.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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