+112,825.2%
AMAT vs CDE
-92.4%
+112,917.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +1.1% |
| 7D | -2.5% | +14.0% | -16.5% | -3.6% |
| 30D | -26.5% | -10.7% | -15.8% | -25.8% |
| 3M | -28.6% | -15.8% | -12.8% | -27.7% |
| 6M | -14.2% | -17.5% | +3.3% | -13.2% |
| YTD | +45.5% | -14.1% | +59.6% | +46.3% |
| 1Y | +59.3% | +2.9% | +56.4% | +57.8% |
| 3Y | +153.1% | +625.5% | -472.4% | +112.1% |
| 5Y | +158.2% | +117.1% | +41.0% | +129.1% |
| 10Y | +1,370.8% | +52.9% | +1,317.9% | +1,153.9% |
| All | +112,825.2% | -92.4% | +112,917.6% | +85,418.0% |
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