+52.9%
CDE vs FN
+772.0%
-719.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.8% | -2.3% | -5.8% |
| 7D | +14.0% | -4.1% | +18.1% | +14.6% |
| 30D | -10.7% | -28.3% | +17.6% | -3.3% |
| 3M | -15.8% | -33.9% | +18.1% | -7.9% |
| 6M | -17.5% | -43.9% | +26.4% | -7.4% |
| YTD | -14.1% | -23.4% | +9.3% | -13.5% |
| 1Y | +2.9% | -25.4% | +28.3% | +4.0% |
| 3Y | +625.5% | +107.9% | +517.6% | +416.0% |
| 5Y | +117.1% | +195.1% | -78.0% | +35.1% |
| 10Y | +52.9% | +794.1% | -741.2% | -24.9% |
| All | +52.9% | +772.0% | -719.0% | -24.9% |
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