+201.6%
CDE vs ACI
+32.8%
+168.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | -9.6% | +2.3% | -11.9% | -10.0% |
| 30D | -6.7% | +1.2% | -7.9% | -7.1% |
| 3M | -24.2% | +6.8% | -31.0% | -25.4% |
| 6M | -29.1% | -18.7% | -10.4% | -27.1% |
| YTD | -21.5% | -20.2% | -1.3% | -19.5% |
| 1Y | -7.4% | -23.7% | +16.4% | -3.9% |
| 3Y | +596.3% | -31.6% | +627.9% | +637.0% |
| 5Y | +95.7% | -42.8% | +138.5% | +107.9% |
| All | +201.6% | +32.8% | +168.8% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling