+188.9%
AMAT vs CDE
+54.5%
+134.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.9% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -14.8% | +21.9% | -36.7% | -20.5% |
| 3M | -9.3% | +14.9% | -24.2% | -14.6% |
| 6M | +27.4% | -10.5% | +37.9% | +25.1% |
| YTD | +77.6% | +19.3% | +58.3% | +63.7% |
| 1Y | +188.9% | +50.8% | +138.1% | +163.2% |
| All | +188.9% | +54.5% | +134.4% | +163.2% |
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 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