+100.6%
CDE vs ALLY
+124.8%
-24.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +3.7% | -3.2% | -0.9% |
| 30D | +21.9% | -2.3% | +24.1% | +22.9% |
| 3M | +14.9% | +3.8% | +11.1% | +13.2% |
| 6M | -10.5% | +9.7% | -20.2% | -13.7% |
| YTD | +19.3% | -1.4% | +20.7% | +19.5% |
| 1Y | +50.8% | +8.2% | +42.6% | +44.7% |
| 3Y | +782.3% | +66.5% | +715.8% | +603.2% |
| 5Y | +191.7% | +1.2% | +190.5% | +169.0% |
| 10Y | +57.6% | +191.4% | -133.8% | -14.8% |
| All | +100.6% | +124.8% | -24.2% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling