+137,736.4%
AMAT vs CDE
-89.5%
+137,825.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.5% |
| 7D | -1.5% | +0.5% | -2.0% | -1.6% |
| 30D | -14.8% | +21.9% | -36.7% | -16.4% |
| 3M | -9.3% | +14.9% | -24.2% | -10.5% |
| 6M | +27.4% | -10.5% | +37.9% | +27.9% |
| YTD | +77.6% | +19.3% | +58.3% | +73.9% |
| 1Y | +188.9% | +50.8% | +138.1% | +176.7% |
| 3Y | +202.3% | +782.3% | -580.0% | +148.3% |
| 5Y | +248.9% | +191.7% | +57.2% | +201.8% |
| 10Y | +1,585.2% | +57.6% | +1,527.6% | +1,318.6% |
| All | +137,736.4% | -89.5% | +137,825.9% | +101,569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling