+48.2%
CDE vs ALLE
+339.1%
-290.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.0% |
| 7D | +23.5% | -0.6% | +24.1% | +23.9% |
| 30D | -4.0% | +26.6% | -30.6% | -15.4% |
| 3M | -5.4% | +13.2% | -18.6% | -11.8% |
| 6M | -11.3% | +42.9% | -54.1% | -26.9% |
| YTD | -7.6% | +21.0% | -28.7% | -17.1% |
| 1Y | +12.1% | +15.2% | -3.0% | +3.1% |
| 3Y | +652.0% | +95.6% | +556.4% | +429.2% |
| 5Y | +137.3% | +53.4% | +83.9% | +83.0% |
| 10Y | +50.3% | +221.5% | -171.2% | -12.2% |
| All | +48.2% | +339.1% | -290.9% | -25.0% |
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 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