+56.1%
CDE vs ALB
+77.7%
-21.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +4.9% | +2.7% |
| 7D | -3.1% | -6.9% | +3.8% | -0.4% |
| 30D | +9.5% | -8.4% | +17.9% | +12.7% |
| 3M | +25.5% | -25.9% | +51.4% | +40.0% |
| 6M | -7.9% | -29.7% | +21.8% | +3.7% |
| YTD | +15.6% | -16.5% | +32.0% | +21.4% |
| 1Y | +34.0% | +58.7% | -24.7% | +9.0% |
| 3Y | +791.9% | -34.0% | +825.9% | +827.9% |
| 5Y | +197.7% | -48.3% | +246.0% | +230.4% |
| All | +56.1% | +77.7% | -21.6% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling