+194.3%
CDE vs ACI
-44.6%
+238.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -2.8% |
| 7D | -6.1% | -7.1% | +1.0% | -4.3% |
| 30D | +9.5% | -4.5% | +14.0% | +10.5% |
| 3M | +32.0% | -22.3% | +54.3% | +39.5% |
| 6M | -12.8% | -28.4% | +15.6% | -6.5% |
| YTD | +14.2% | -29.5% | +43.7% | +22.7% |
| 1Y | +36.3% | -34.2% | +70.5% | +49.7% |
| 3Y | +821.4% | -45.7% | +867.1% | +981.8% |
| 5Y | +194.3% | -40.8% | +235.0% | +222.7% |
| All | +194.3% | -44.6% | +238.8% | +222.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling