+413.6%
CDE vs ALC
+24.0%
+389.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.6% |
| 7D | +0.5% | -2.1% | +2.6% | +1.8% |
| 30D | +21.9% | -0.1% | +22.0% | +22.1% |
| 3M | +14.9% | +5.9% | +9.0% | +10.5% |
| 6M | -10.5% | -15.9% | +5.4% | -2.0% |
| YTD | +19.3% | -10.1% | +29.4% | +25.2% |
| 1Y | +50.8% | -10.2% | +61.0% | +57.6% |
| 3Y | +782.3% | -13.6% | +795.9% | +832.4% |
| 5Y | +191.7% | -15.1% | +206.8% | +207.0% |
| All | +413.6% | +24.0% | +389.6% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling