+24.5%
ALAB vs CDE
+0.7%
+23.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.7% | -13.2% | -8.1% |
| 7D | -24.9% | +1.1% | -26.0% | -25.4% |
| 30D | -38.4% | -14.5% | -23.9% | -34.3% |
| 3M | -38.3% | -10.1% | -28.2% | -37.3% |
| 6M | +10.9% | -16.9% | +27.8% | +15.2% |
| YTD | +34.2% | -18.1% | +52.3% | +37.9% |
| 1Y | +24.5% | +5.6% | +18.9% | +12.9% |
| All | +24.5% | +0.7% | +23.8% | +12.9% |
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