-7.4%
CDE vs ALB
-15.8%
+8.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -9.6% | -5.8% | -3.9% | -6.9% |
| 30D | -6.7% | -4.5% | -2.1% | -4.4% |
| 3M | -24.2% | -28.1% | +3.8% | -12.4% |
| 6M | -29.1% | -53.2% | +24.1% | -0.3% |
| YTD | -21.5% | -33.3% | +11.8% | -9.9% |
| 1Y | -7.4% | -17.4% | +10.1% | -0.8% |
| All | -7.4% | -15.8% | +8.4% | -0.8% |
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