+795.4%
CDE vs ALLY
+64.9%
+730.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.1% |
| 7D | +2.3% | +1.0% | +1.2% | +1.8% |
| 30D | +18.8% | -3.3% | +22.1% | +20.6% |
| 3M | +23.5% | +0.5% | +23.0% | +23.2% |
| 6M | -8.6% | +12.6% | -21.2% | -13.5% |
| YTD | +16.0% | -4.7% | +20.7% | +18.0% |
| 1Y | +42.1% | +5.2% | +36.8% | +37.1% |
| All | +795.4% | +64.9% | +730.5% | +585.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling