+202.9%
CDE vs ALC
-17.4%
+220.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | -2.0% | -5.3% | +3.3% | +1.3% |
| 30D | +15.7% | -7.1% | +22.8% | +20.9% |
| 3M | +30.5% | +0.8% | +29.7% | +29.2% |
| 6M | -7.4% | -16.0% | +8.6% | +2.1% |
| YTD | +17.9% | -12.7% | +30.7% | +26.6% |
| 1Y | +46.7% | -12.8% | +59.5% | +56.6% |
| 3Y | +851.3% | -15.8% | +867.1% | +915.4% |
| 5Y | +202.9% | -16.7% | +219.6% | +211.1% |
| All | +202.9% | -17.4% | +220.4% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling