+5.6%
CDE vs ALK
-1.1%
+6.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.8% | 0.0% | +4.8% |
| 7D | +1.1% | +12.4% | -11.3% | -4.1% |
| 30D | -14.5% | +2.1% | -16.6% | -15.3% |
| 3M | -10.1% | -23.9% | +13.8% | +1.1% |
| 6M | -16.9% | +8.2% | -25.1% | -22.3% |
| YTD | -18.1% | -20.5% | +2.3% | -12.6% |
| 1Y | +5.6% | -1.0% | +6.7% | +2.9% |
| All | +5.6% | -1.1% | +6.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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