+43.7%
F vs CDE
+198.6%
-154.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.6% | -4.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.7% |
| 30D | -2.9% | +15.7% | -18.6% | -4.7% |
| 3M | -9.1% | +30.5% | -39.6% | -12.4% |
| 6M | +12.9% | -7.4% | +20.3% | +12.5% |
| YTD | +6.1% | +17.9% | -11.8% | +2.0% |
| 1Y | +22.5% | +46.7% | -24.2% | +13.3% |
| 3Y | +32.1% | +851.3% | -819.2% | -10.8% |
| 5Y | +43.7% | +202.9% | -159.2% | +3.5% |
| All | +43.7% | +198.6% | -154.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling