+781.5%
CDE vs ALC
-18.5%
+800.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.6% |
| 7D | -6.1% | -7.7% | +1.6% | -1.7% |
| 30D | +9.5% | -11.7% | +21.2% | +17.4% |
| 3M | +32.0% | +0.7% | +31.3% | +30.8% |
| 6M | -12.8% | -17.1% | +4.3% | -3.2% |
| YTD | +14.2% | -15.1% | +29.3% | +24.7% |
| 1Y | +36.3% | -14.1% | +50.4% | +46.7% |
| All | +781.5% | -18.5% | +800.0% | +934.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling