+99.7%
CDE vs ALM
+410.2%
-310.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -10.0% | -3.9% |
| 7D | -9.6% | +1.2% | -10.9% | -9.9% |
| 30D | -6.7% | -19.3% | +12.7% | -2.5% |
| 3M | -24.2% | -40.6% | +16.4% | -16.1% |
| 6M | -29.1% | -57.9% | +28.8% | -16.7% |
| YTD | -21.5% | -6.7% | -14.8% | -20.0% |
| 1Y | -7.4% | +20.2% | -27.6% | -10.0% |
| 3Y | +596.3% | +879.4% | -283.1% | +388.7% |
| All | +99.7% | +410.2% | -310.6% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling