-8.1%
CDE vs FN
+2,887.5%
-2,895.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.7% | -5.9% | +3.3% |
| 7D | +18.1% | 0.0% | +18.1% | +17.2% |
| 30D | -6.2% | -34.3% | +28.1% | +1.6% |
| 3M | -1.2% | -39.9% | +38.7% | +8.1% |
| 6M | -17.4% | -51.8% | +34.4% | -6.6% |
| YTD | -13.1% | -28.1% | +15.0% | -10.9% |
| 1Y | +7.3% | -29.1% | +36.3% | +10.0% |
| 3Y | +522.0% | +102.4% | +419.5% | +397.0% |
| 5Y | +123.2% | +171.7% | -48.5% | +65.3% |
| 10Y | +37.9% | +773.5% | -735.6% | -16.2% |
| All | -8.1% | +2,887.5% | -2,895.6% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling