+194.3%
CDE vs ALM
+856.4%
-662.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.5% | -1.2% |
| 7D | -6.1% | -7.1% | +1.1% | -4.8% |
| 30D | +9.5% | +24.7% | -15.2% | +4.3% |
| 3M | +32.0% | +8.3% | +23.7% | +28.4% |
| 6M | -12.8% | -22.2% | +9.4% | -10.5% |
| YTD | +14.2% | +88.1% | -73.9% | +1.1% |
| 1Y | +36.3% | +272.4% | -236.1% | +7.9% |
| 3Y | +821.4% | +2,004.1% | -1,182.7% | +462.4% |
| 5Y | +194.3% | +915.8% | -721.5% | +96.5% |
| All | +194.3% | +856.4% | -662.2% | +96.5% |
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