+194.3%
CDE vs VFC
-79.4%
+273.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.7% |
| 7D | -6.1% | -3.3% | -2.8% | -5.2% |
| 30D | +9.5% | -14.0% | +23.5% | +13.9% |
| 3M | +32.0% | -22.6% | +54.5% | +40.5% |
| 6M | -12.8% | -24.7% | +11.9% | -6.6% |
| YTD | +14.2% | -29.0% | +43.2% | +24.4% |
| 1Y | +36.3% | -13.8% | +50.1% | +39.2% |
| 3Y | +821.4% | -28.2% | +849.6% | +788.8% |
| 5Y | +194.3% | -79.0% | +273.3% | +343.8% |
| All | +194.3% | -79.4% | +273.7% | +343.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling