-51.7%
FIG vs CDE
+0.7%
-52.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.7% | -3.5% | +4.5% |
| 7D | -4.7% | +1.1% | -5.8% | -4.8% |
| 30D | +0.5% | -14.5% | +15.0% | +1.6% |
| 3M | -18.4% | -10.1% | -8.3% | -17.3% |
| 6M | +10.9% | -16.9% | +27.7% | +12.3% |
| YTD | -40.8% | -18.1% | -22.6% | -43.8% |
| 1Y | -51.7% | +5.6% | -57.3% | -58.9% |
| All | -51.7% | +0.7% | -52.4% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling