+84.4%
CDE vs FTV
+87.0%
-2.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.3% |
| 30D | +15.7% | -9.5% | +25.2% | +21.9% |
| 3M | +30.5% | -10.9% | +41.4% | +38.4% |
| 6M | -7.4% | -0.6% | -6.8% | -7.8% |
| YTD | +17.9% | +1.4% | +16.5% | +15.3% |
| 1Y | +46.7% | +17.6% | +29.1% | +31.6% |
| 3Y | +851.3% | -3.3% | +854.5% | +852.3% |
| 5Y | +202.9% | -0.1% | +203.1% | +193.1% |
| 10Y | +58.2% | +82.5% | -24.3% | +7.4% |
| All | +84.4% | +87.0% | -2.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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