+56.1%
CDE vs ALM
+2,589.2%
-2,533.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +2.0% |
| 7D | -3.1% | -11.8% | +8.7% | -1.7% |
| 30D | +9.5% | +7.8% | +1.7% | +8.2% |
| 3M | +25.5% | -9.3% | +34.7% | +26.2% |
| 6M | -7.9% | -30.5% | +22.6% | -5.0% |
| YTD | +15.6% | +75.8% | -60.3% | +8.0% |
| 1Y | +34.0% | +241.2% | -207.1% | +16.9% |
| 3Y | +791.9% | +1,872.6% | -1,080.7% | +556.7% |
| 5Y | +197.7% | +849.6% | -651.8% | +125.7% |
| All | +56.1% | +2,589.2% | -2,533.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling