+56.1%
CDE vs VFC
-69.1%
+125.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | -0.1% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | +9.5% | -9.0% | +18.4% | +12.4% |
| 3M | +25.5% | -24.2% | +49.7% | +35.1% |
| 6M | -7.9% | -18.5% | +10.6% | -3.2% |
| YTD | +15.6% | -25.9% | +41.4% | +25.2% |
| 1Y | +34.0% | -13.0% | +47.0% | +36.3% |
| 3Y | +791.9% | -20.3% | +812.2% | +726.1% |
| 5Y | +197.7% | -78.1% | +275.8% | +325.6% |
| All | +56.1% | -69.1% | +125.2% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling