-5.3%
CDE vs ALLE
+14.2%
-19.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.6% |
| 7D | -2.3% | +1.6% | -3.8% | -2.9% |
| 30D | -12.1% | +24.1% | -36.1% | -21.5% |
| 3M | -23.9% | +14.8% | -38.8% | -28.8% |
| 6M | -29.0% | +45.9% | -74.9% | -43.8% |
| YTD | -19.7% | +20.7% | -40.5% | -27.0% |
| All | -5.3% | +14.2% | -19.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling