+5.6%
CDE vs ALB
+4.7%
+0.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.3% | +3.4% | +6.2% |
| 7D | +1.1% | -2.1% | +3.2% | +2.2% |
| 30D | -14.5% | -9.0% | -5.5% | -10.7% |
| 3M | -10.1% | -21.1% | +11.1% | -1.1% |
| 6M | -16.9% | -49.9% | +33.0% | +11.9% |
| YTD | -18.1% | -32.3% | +14.2% | -5.5% |
| 1Y | +5.6% | +8.6% | -3.0% | +5.2% |
| All | +5.6% | +4.7% | +0.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling