+26.2%
CDE vs FN
+3,620.5%
-3,594.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.6% |
| 7D | +0.5% | -1.7% | +2.2% | +0.8% |
| 30D | +21.9% | -22.0% | +43.8% | +27.3% |
| 3M | +14.9% | -43.0% | +57.9% | +27.6% |
| 6M | -10.5% | -27.7% | +17.2% | -6.5% |
| YTD | +19.3% | -10.5% | +29.8% | +18.1% |
| 1Y | +50.8% | +12.5% | +38.3% | +41.8% |
| 3Y | +782.3% | +153.8% | +628.5% | +579.0% |
| 5Y | +191.7% | +288.0% | -96.3% | +103.5% |
| 10Y | +57.6% | +906.4% | -848.8% | -6.7% |
| All | +26.2% | +3,620.5% | -3,594.4% | -40.2% |
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