+397.7%
CDE vs ALC
+16.1%
+381.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | -3.1% | -6.3% | +3.2% | +0.7% |
| 30D | +9.5% | -10.3% | +19.7% | +16.5% |
| 3M | +25.5% | -0.7% | +26.2% | +25.3% |
| 6M | -7.9% | -17.8% | +10.0% | +2.1% |
| YTD | +15.6% | -15.8% | +31.4% | +26.0% |
| 1Y | +34.0% | -16.7% | +50.8% | +46.4% |
| 3Y | +791.9% | -19.7% | +811.6% | +884.2% |
| 5Y | +197.7% | -19.8% | +217.5% | +224.0% |
| All | +397.7% | +16.1% | +381.5% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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