-80.3%
FIG vs CDE
+134.2%
-214.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -5.5% |
| 7D | -16.4% | +2.3% | -18.6% | -16.5% |
| 30D | -2.3% | +18.8% | -21.1% | -3.3% |
| 3M | +7.8% | +23.5% | -15.7% | +6.6% |
| 6M | -21.8% | -8.6% | -13.2% | -21.2% |
| YTD | -39.1% | +16.0% | -55.1% | -41.1% |
| 1Y | -56.6% | +42.1% | -98.7% | -52.3% |
| All | -80.3% | +134.2% | -214.5% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling