+54.3%
CDE vs ALLE
+154.9%
-100.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -6.1% | -2.8% | -3.3% | -4.7% |
| 30D | +9.5% | -10.2% | +19.7% | +15.8% |
| 3M | +32.0% | +17.4% | +14.6% | +20.5% |
| 6M | -12.8% | +3.3% | -16.1% | -14.6% |
| YTD | +14.2% | -4.2% | +18.4% | +16.2% |
| 1Y | +36.3% | -10.5% | +46.8% | +43.4% |
| 3Y | +821.4% | +45.4% | +776.0% | +651.3% |
| 5Y | +194.3% | +11.9% | +182.3% | +163.9% |
| All | +54.3% | +154.9% | -100.6% | +33.8% |
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