+47.0%
CDE vs FTI
+2,107.5%
-2,060.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -2.0% | -2.3% | +0.4% | -0.9% |
| 30D | +15.7% | +5.0% | +10.7% | +13.1% |
| 3M | +30.5% | +13.8% | +16.7% | +22.0% |
| 6M | -7.4% | +22.9% | -30.3% | -16.7% |
| YTD | +17.9% | +75.0% | -57.1% | -9.4% |
| 1Y | +46.7% | +96.9% | -50.2% | +6.2% |
| 3Y | +851.3% | +276.7% | +574.6% | +397.6% |
| 5Y | +202.9% | +1,157.0% | -954.1% | -14.7% |
| 10Y | +58.2% | +310.7% | -252.5% | -44.0% |
| All | +47.0% | +2,107.5% | -2,060.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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