+130.9%
CDE vs ALHC
-28.9%
+159.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +21.9% | -1.0% | +22.9% | +21.9% |
| 3M | +14.9% | -10.2% | +25.1% | +15.0% |
| 6M | -10.5% | -28.3% | +17.8% | -7.7% |
| YTD | +19.3% | -31.4% | +50.7% | +23.7% |
| 1Y | +50.8% | -16.9% | +67.7% | +51.3% |
| 3Y | +782.3% | +135.5% | +646.8% | +579.3% |
| 5Y | +191.7% | -33.6% | +225.3% | +166.6% |
| All | +130.9% | -28.9% | +159.8% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling