+91.4%
CDE vs ALLE
+260.9%
-169.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.7% |
| 30D | +21.9% | -6.8% | +28.7% | +26.3% |
| 3M | +14.9% | +21.0% | -6.1% | +3.6% |
| 6M | -10.5% | +1.1% | -11.6% | -11.3% |
| YTD | +19.3% | -0.5% | +19.8% | +19.0% |
| 1Y | +50.8% | -7.3% | +58.1% | +55.6% |
| 3Y | +782.3% | +42.3% | +740.1% | +632.4% |
| 5Y | +191.7% | +13.5% | +178.2% | +161.6% |
| 10Y | +57.6% | +144.0% | -86.4% | +5.8% |
| All | +91.4% | +260.9% | -169.5% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling