+344.0%
CDE vs ACI
+21.2%
+322.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +0.6% |
| 7D | -3.1% | -3.7% | +0.6% | -2.5% |
| 30D | +9.5% | +0.6% | +8.9% | +9.2% |
| 3M | +25.5% | -20.3% | +45.8% | +29.9% |
| 6M | -7.9% | -24.7% | +16.8% | -4.3% |
| YTD | +15.6% | -27.2% | +42.8% | +20.9% |
| 1Y | +34.0% | -32.7% | +66.8% | +42.5% |
| 3Y | +791.9% | -43.9% | +835.8% | +884.6% |
| 5Y | +197.7% | -38.9% | +236.6% | +221.4% |
| All | +344.0% | +21.2% | +322.9% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling