+358.7%
ALAB vs CDE
+569.8%
-211.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.1% | -2.2% | -4.4% |
| 7D | +0.6% | -6.1% | +6.7% | +2.5% |
| 30D | -8.8% | +9.5% | -18.3% | -11.6% |
| 3M | -14.0% | +32.0% | -46.0% | -21.8% |
| 6M | +144.3% | -12.8% | +157.1% | +146.4% |
| YTD | +71.0% | +14.2% | +56.8% | +60.3% |
| 1Y | +23.5% | +36.3% | -12.8% | +8.1% |
| All | +358.7% | +569.8% | -211.1% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling