+268.9%
AMAT vs CDE
+193.8%
+75.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.5% |
| 7D | +7.0% | +2.3% | +4.7% | +6.4% |
| 30D | -12.2% | +18.8% | -31.0% | -15.5% |
| 3M | -3.8% | +23.5% | -27.3% | -8.5% |
| 6M | +45.9% | -8.6% | +54.6% | +45.8% |
| YTD | +84.6% | +16.0% | +68.6% | +76.0% |
| 1Y | +193.4% | +42.1% | +151.3% | +167.3% |
| 3Y | +228.1% | +835.9% | -607.8% | +111.6% |
| 5Y | +268.9% | +197.6% | +71.3% | +157.7% |
| All | +268.9% | +193.8% | +75.1% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling