+215.5%
AMAT vs CDE
+845.1%
-629.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -14.8% | +21.9% | -36.7% | -18.9% |
| 3M | -9.3% | +14.9% | -24.2% | -12.8% |
| 6M | +27.4% | -10.5% | +37.9% | +27.2% |
| YTD | +77.6% | +19.3% | +58.3% | +67.4% |
| 1Y | +188.9% | +50.8% | +138.1% | +158.6% |
| All | +215.5% | +845.1% | -629.5% | +122.3% |
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