+5.6%
CDE vs VFC
+52.5%
-46.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.4% | +4.3% | +7.0% |
| 7D | +1.1% | +21.5% | -20.4% | -6.2% |
| 30D | -14.5% | +46.7% | -61.2% | -26.8% |
| 3M | -10.1% | +38.4% | -48.4% | -21.2% |
| 6M | -16.9% | +15.2% | -32.1% | -22.7% |
| YTD | -18.1% | +17.8% | -35.9% | -23.8% |
| 1Y | +5.6% | +55.6% | -49.9% | -5.7% |
| All | +5.6% | +52.5% | -46.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling