+44.4%
CDE vs ALLY
+95.5%
-51.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.2% | -4.8% | -6.2% |
| 7D | +14.0% | -0.7% | +14.7% | +14.4% |
| 30D | -10.7% | +1.1% | -11.9% | -11.0% |
| 3M | -15.8% | -13.2% | -2.6% | -10.9% |
| 6M | -17.5% | -13.5% | -4.1% | -12.6% |
| YTD | -14.1% | -14.3% | +0.1% | -9.0% |
| 1Y | +2.9% | -1.1% | +4.1% | +3.4% |
| 3Y | +625.5% | +62.0% | +563.5% | +487.6% |
| 5Y | +117.1% | -9.6% | +126.8% | +110.4% |
| 10Y | +52.9% | +176.0% | -123.0% | -15.7% |
| All | +44.4% | +95.5% | -51.1% | -8.3% |
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