+5.6%
CDE vs ALLY
+4.2%
+1.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.8% | +4.9% | +6.3% |
| 7D | +1.1% | +2.4% | -1.3% | -0.3% |
| 30D | -14.5% | +5.6% | -20.1% | -17.3% |
| 3M | -10.1% | -11.7% | +1.6% | -3.4% |
| 6M | -16.9% | -7.0% | -9.8% | -13.7% |
| YTD | -18.1% | -10.4% | -7.7% | -12.1% |
| 1Y | +5.6% | +2.4% | +3.2% | +2.7% |
| All | +5.6% | +4.2% | +1.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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