-2.3%
CDE vs FN
+3,241.9%
-3,244.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.9% | -5.5% | +3.8% |
| 7D | +23.5% | +16.3% | +7.2% | +18.7% |
| 30D | -4.0% | -24.7% | +20.8% | +1.2% |
| 3M | -5.4% | -34.9% | +29.5% | +1.6% |
| 6M | -11.3% | -41.1% | +29.8% | -3.8% |
| YTD | -7.6% | -19.6% | +12.0% | -7.5% |
| 1Y | +12.1% | -18.5% | +30.6% | +11.7% |
| 3Y | +652.0% | +119.1% | +532.9% | +490.7% |
| 5Y | +137.3% | +206.9% | -69.6% | +71.4% |
| 10Y | +50.3% | +826.4% | -776.2% | -10.2% |
| All | -2.3% | +3,241.9% | -3,244.2% | -53.1% |
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