+198.0%
CDE vs ALLY
-0.1%
+198.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.3% |
| 7D | +2.3% | +1.0% | +1.2% | +1.9% |
| 30D | +18.8% | -3.3% | +22.1% | +20.4% |
| 3M | +23.5% | +0.5% | +23.0% | +23.3% |
| 6M | -8.6% | +12.6% | -21.2% | -13.0% |
| YTD | +16.0% | -4.7% | +20.7% | +17.8% |
| 1Y | +42.1% | +5.2% | +36.8% | +37.7% |
| 3Y | +835.9% | +66.5% | +769.4% | +636.1% |
| All | +198.0% | -0.1% | +198.1% | +169.1% |
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