+46.7%
CDE vs FN
+12.8%
+33.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -2.0% | +5.8% | -7.8% | -3.4% |
| 30D | +15.7% | -20.6% | +36.3% | +21.9% |
| 3M | +30.5% | -28.6% | +59.1% | +39.9% |
| 6M | -7.4% | -20.7% | +13.3% | -4.2% |
| YTD | +17.9% | -8.1% | +26.0% | +13.3% |
| 1Y | +46.7% | +13.3% | +33.4% | +17.6% |
| All | +46.7% | +12.8% | +33.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling