+64.4%
CDE vs ALLE
+212.2%
-147.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +3.1% | -0.8% | +3.9% | +3.5% |
| 30D | -10.3% | +27.4% | -37.7% | -21.8% |
| 3M | -19.1% | +13.8% | -33.0% | -25.0% |
| 6M | -24.0% | +45.5% | -69.5% | -38.6% |
| YTD | -15.6% | +21.4% | -37.0% | -24.9% |
| 1Y | -1.1% | +15.4% | -16.4% | -9.5% |
| 3Y | +613.1% | +91.7% | +521.4% | +395.9% |
| 5Y | +109.3% | +54.5% | +54.7% | +57.8% |
| 10Y | +64.4% | +210.5% | -146.1% | +26.1% |
| All | +64.4% | +212.2% | -147.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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