+7.0%
WMT vs CDE
+54.5%
-47.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | -4.4% | +21.9% | -26.3% | -4.0% |
| 3M | -8.8% | +14.9% | -23.7% | -8.2% |
| 6M | -15.6% | -10.5% | -5.1% | -15.3% |
| YTD | -3.2% | +19.3% | -22.5% | -2.9% |
| 1Y | +7.0% | +50.8% | -43.8% | +10.2% |
| All | +7.0% | +54.5% | -47.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling