+112.9%
CDE vs ALLY
-10.1%
+123.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.8% | -6.1% |
| 7D | +14.0% | -0.7% | +14.7% | +14.5% |
| 30D | -10.7% | +1.1% | -11.9% | -11.1% |
| 3M | -15.8% | -13.2% | -2.6% | -10.5% |
| 6M | -17.5% | -13.5% | -4.1% | -12.2% |
| YTD | -14.1% | -14.3% | +0.1% | -8.6% |
| 1Y | +2.9% | -1.1% | +4.1% | +3.5% |
| 3Y | +625.5% | +62.0% | +563.5% | +479.5% |
| All | +112.9% | -10.1% | +123.0% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling