+51.6%
CDE vs ALLE
+211.7%
-160.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.8% |
| 7D | -9.6% | +3.6% | -13.2% | -11.2% |
| 30D | -6.7% | +25.9% | -32.6% | -18.1% |
| 3M | -24.2% | +15.8% | -40.0% | -30.4% |
| 6M | -29.1% | +48.1% | -77.2% | -43.3% |
| YTD | -21.5% | +22.0% | -43.5% | -30.3% |
| 1Y | -7.4% | +18.0% | -25.4% | -16.3% |
| 3Y | +596.3% | +93.1% | +503.2% | +382.3% |
| 5Y | +95.7% | +52.1% | +43.7% | +48.7% |
| All | +51.6% | +211.7% | -160.0% | +17.8% |
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