-89.7%
CDE vs VFC
+827.5%
-917.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.2% |
| 7D | +2.3% | +0.8% | +1.4% | +2.1% |
| 30D | +18.8% | -11.9% | +30.7% | +22.6% |
| 3M | +23.5% | -20.2% | +43.6% | +30.0% |
| 6M | -8.6% | -23.0% | +14.3% | -3.1% |
| YTD | +16.0% | -26.2% | +42.2% | +24.6% |
| 1Y | +42.1% | -13.3% | +55.4% | +44.3% |
| 3Y | +835.9% | -25.5% | +861.4% | +801.7% |
| 5Y | +197.6% | -78.1% | +275.7% | +284.1% |
| 10Y | +39.6% | -68.8% | +108.4% | +60.0% |
| All | -89.7% | +827.5% | -917.2% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling