+36.3%
CDE vs ALLY
+5.1%
+31.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.5% |
| 7D | -6.1% | -3.3% | -2.8% | -4.8% |
| 30D | +9.5% | -4.1% | +13.5% | +11.1% |
| 3M | +32.0% | +1.4% | +30.6% | +31.5% |
| 6M | -12.8% | +14.4% | -27.2% | -15.1% |
| YTD | +14.2% | -4.9% | +19.1% | +14.4% |
| 1Y | +36.3% | +5.5% | +30.8% | +34.7% |
| All | +36.3% | +5.1% | +31.2% | +34.7% |
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