+369.5%
ALAB vs CDE
+577.7%
-208.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -6.2% | -3.1% | -3.1% | -5.2% |
| 30D | -8.7% | +9.5% | -18.1% | -11.4% |
| 3M | -20.7% | +25.5% | -46.2% | -27.0% |
| 6M | +133.5% | -7.9% | +141.4% | +132.3% |
| YTD | +75.1% | +15.6% | +59.5% | +63.5% |
| 1Y | +25.0% | +34.0% | -9.0% | +9.9% |
| All | +369.5% | +577.7% | -208.3% | +217.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling