+1,321.9%
AMAT vs CDE
+57.8%
+1,264.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.4% |
| 7D | +11.4% | -9.6% | +21.0% | +13.3% |
| 30D | -17.0% | -6.7% | -10.4% | -16.1% |
| 3M | -30.6% | -24.2% | -6.4% | -27.6% |
| 6M | -14.9% | -29.1% | +14.2% | -10.7% |
| YTD | +44.7% | -21.5% | +66.2% | +48.1% |
| 1Y | +66.9% | -7.4% | +74.3% | +66.0% |
| 3Y | +153.3% | +596.3% | -443.0% | +76.5% |
| 5Y | +146.2% | +95.7% | +50.5% | +94.9% |
| All | +1,321.9% | +57.8% | +1,264.1% | +856.9% |
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 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