-12.5%
F vs CDE
+111.7%
-124.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.1% | +6.3% | +0.1% |
| 7D | +1.0% | +14.0% | -13.1% | -0.8% |
| 30D | +2.1% | -10.7% | +12.9% | +3.3% |
| 3M | -10.3% | -15.8% | +5.5% | -8.8% |
| 6M | +3.3% | -17.5% | +20.8% | +4.5% |
| YTD | -2.0% | -14.1% | +12.2% | -2.4% |
| 1Y | -2.3% | +2.9% | -5.2% | -4.9% |
| 3Y | +49.9% | +625.5% | -575.6% | +4.0% |
| 5Y | -12.5% | +117.1% | -129.6% | -33.1% |
| All | -12.5% | +111.7% | -124.2% | -33.1% |
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 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