+37.5%
F vs CDE
+819.3%
-781.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.9% |
| 7D | +1.2% | +2.3% | -1.1% | +0.9% |
| 30D | +1.2% | +18.8% | -17.6% | -0.7% |
| 3M | -5.7% | +23.5% | -29.1% | -8.2% |
| 6M | +17.9% | -8.6% | +26.6% | +17.6% |
| YTD | +10.4% | +16.0% | -5.6% | +7.1% |
| 1Y | +25.3% | +42.1% | -16.7% | +17.5% |
| 3Y | +37.5% | +835.9% | -798.4% | -4.5% |
| All | +37.5% | +819.3% | -781.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling