+52.5%
CDE vs ALM
+7,705.7%
-7,653.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | +0.5% | -2.6% | +3.1% | +0.5% |
| 30D | +21.9% | +32.0% | -10.1% | +21.8% |
| 3M | +14.9% | -15.0% | +30.0% | +15.0% |
| 6M | -10.5% | -10.1% | -0.4% | -10.5% |
| YTD | +19.3% | +99.4% | -80.2% | +19.2% |
| 1Y | +50.8% | +316.4% | -265.5% | +50.7% |
| 3Y | +782.3% | +2,022.0% | -1,239.7% | +785.7% |
| 5Y | +191.7% | +941.2% | -749.5% | +192.4% |
| 10Y | +57.6% | +2,950.3% | -2,892.7% | +60.0% |
| All | +52.5% | +7,705.7% | -7,653.2% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling