+55.1%
CDE vs FN
+763.2%
-708.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.7% | -3.7% |
| 7D | -2.3% | +20.8% | -23.0% | -7.2% |
| 30D | -12.1% | -17.3% | +5.2% | -8.3% |
| 3M | -23.9% | -38.1% | +14.2% | -15.2% |
| 6M | -29.0% | -44.2% | +15.2% | -20.2% |
| YTD | -19.7% | -22.3% | +2.6% | -19.5% |
| 1Y | -8.4% | -20.9% | +12.5% | -9.0% |
| 3Y | +578.5% | +111.1% | +467.4% | +378.5% |
| 5Y | +100.2% | +191.8% | -91.6% | +24.1% |
| All | +55.1% | +763.2% | -708.1% | -24.3% |
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