-58.5%
FIG vs CDE
+40.5%
-99.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.6% |
| 7D | -3.8% | -3.1% | -0.7% | -3.4% |
| 30D | -2.3% | +9.5% | -11.8% | -3.4% |
| 3M | +20.0% | +25.5% | -5.5% | +16.6% |
| 6M | -16.7% | -7.9% | -8.8% | -15.6% |
| YTD | -37.9% | +15.6% | -53.5% | -42.9% |
| 1Y | -58.5% | +34.0% | -92.6% | -68.6% |
| All | -58.5% | +40.5% | -99.1% | -68.6% |
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