+188.3%
AMAT vs CDE
+44.5%
+143.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.3% |
| 7D | +6.9% | -2.0% | +8.9% | +7.5% |
| 30D | -10.1% | +15.7% | -25.8% | -14.4% |
| 3M | -6.0% | +30.5% | -36.5% | -14.7% |
| 6M | +38.6% | -7.4% | +46.0% | +35.1% |
| YTD | +83.1% | +17.9% | +65.2% | +69.3% |
| 1Y | +188.3% | +46.7% | +141.6% | +152.2% |
| All | +188.3% | +44.5% | +143.9% | +152.2% |
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