+86.4%
F vs CDE
+61.6%
+24.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.5% |
| 7D | -4.4% | -3.1% | -1.3% | -4.1% |
| 30D | +1.0% | +9.5% | -8.5% | -0.1% |
| 3M | -4.0% | +25.5% | -29.5% | -7.0% |
| 6M | +18.1% | -7.9% | +26.0% | +17.8% |
| YTD | +10.2% | +15.6% | -5.4% | +6.4% |
| 1Y | +24.3% | +34.0% | -9.7% | +16.8% |
| 3Y | +38.1% | +791.9% | -753.9% | -1.2% |
| 5Y | +50.2% | +197.7% | -147.5% | +16.2% |
| All | +86.4% | +61.6% | +24.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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