+202.9%
CDE vs ALHC
-27.5%
+230.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.1% |
| 7D | -2.0% | -4.1% | +2.2% | -1.3% |
| 30D | +15.7% | -5.4% | +21.1% | +16.5% |
| 3M | +30.5% | -32.1% | +62.7% | +37.3% |
| 6M | -7.4% | -28.5% | +21.1% | -4.5% |
| YTD | +17.9% | -34.0% | +51.9% | +22.9% |
| 1Y | +46.7% | -20.9% | +67.6% | +48.4% |
| 3Y | +851.3% | +151.5% | +699.7% | +627.4% |
| 5Y | +202.9% | -28.8% | +231.8% | +161.5% |
| All | +202.9% | -27.5% | +230.4% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling