+117.1%
CDE vs ALLE
+53.5%
+63.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.7% |
| 7D | +14.0% | +0.1% | +13.9% | +14.0% |
| 30D | -10.7% | +25.9% | -36.7% | -22.7% |
| 3M | -15.8% | +14.9% | -30.6% | -22.8% |
| 6M | -17.5% | +42.1% | -59.6% | -34.1% |
| YTD | -14.1% | +20.4% | -34.5% | -24.1% |
| 1Y | +2.9% | +14.9% | -11.9% | -6.4% |
| 3Y | +625.5% | +90.1% | +535.4% | +377.9% |
| 5Y | +117.1% | +53.0% | +64.1% | +49.0% |
| All | +117.1% | +53.5% | +63.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling