+49.9%
F vs CDE
+599.0%
-549.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.3% | +0.1% |
| 7D | +1.0% | +14.0% | -13.1% | -0.6% |
| 30D | +2.1% | -10.7% | +12.9% | +3.2% |
| 3M | -10.3% | -15.8% | +5.5% | -8.9% |
| 6M | +3.3% | -17.5% | +20.8% | +4.5% |
| YTD | -2.0% | -14.1% | +12.2% | -2.1% |
| 1Y | -2.3% | +2.9% | -5.2% | -4.3% |
| 3Y | +49.9% | +625.5% | -575.6% | +2.2% |
| All | +49.9% | +599.0% | -549.1% | +2.2% |
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