+51.6%
CDE vs ALK
-45.9%
+97.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | -9.6% | -1.2% | -8.5% | -9.2% |
| 30D | -6.7% | +7.7% | -14.4% | -9.1% |
| 3M | -24.2% | -19.0% | -5.2% | -19.0% |
| 6M | -29.1% | -0.2% | -28.9% | -29.7% |
| YTD | -21.5% | -23.5% | +2.0% | -15.8% |
| 1Y | -7.4% | -9.1% | +1.7% | -6.1% |
| 3Y | +596.3% | +12.0% | +584.3% | +535.9% |
| 5Y | +95.7% | -30.9% | +126.6% | +101.5% |
| All | +51.6% | -45.9% | +97.5% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling