+52.0%
CDE vs ALHC
-61.4%
+113.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.9% |
| 7D | -9.6% | +0.3% | -9.9% | -9.7% |
| 30D | -6.7% | -10.6% | +3.9% | -5.2% |
| 3M | -24.2% | -45.3% | +21.1% | -17.9% |
| 6M | -29.1% | -59.7% | +30.6% | -20.6% |
| YTD | -21.5% | -62.7% | +41.2% | -11.5% |
| 1Y | -7.4% | -56.1% | +48.7% | +1.5% |
| 3Y | +596.3% | +21.3% | +575.1% | +494.7% |
| 5Y | +95.7% | -66.0% | +161.7% | +97.9% |
| All | +52.0% | -61.4% | +113.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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