+55.1%
CDE vs ALLY
+172.1%
-117.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | -2.3% | -2.1% | -0.1% | -1.4% |
| 30D | -12.1% | +2.0% | -14.1% | -12.6% |
| 3M | -23.9% | -13.3% | -10.6% | -19.5% |
| 6M | -29.0% | -9.9% | -19.2% | -25.9% |
| YTD | -19.7% | -13.5% | -6.2% | -15.2% |
| 1Y | -8.4% | -2.8% | -5.6% | -7.4% |
| 3Y | +578.5% | +63.4% | +515.1% | +448.8% |
| 5Y | +100.2% | -10.9% | +111.1% | +95.0% |
| All | +55.1% | +172.1% | -117.0% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling