+54.3%
CDE vs ALK
-37.3%
+91.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -6.1% | -3.1% | -2.9% | -5.1% |
| 30D | +9.5% | -17.1% | +26.6% | +16.1% |
| 3M | +32.0% | -3.8% | +35.8% | +32.8% |
| 6M | -12.8% | -5.3% | -7.5% | -12.4% |
| YTD | +14.2% | -20.3% | +34.5% | +20.8% |
| 1Y | +36.3% | -36.0% | +72.3% | +52.9% |
| 3Y | +821.4% | +0.8% | +820.6% | +766.5% |
| 5Y | +194.3% | -28.5% | +222.8% | +198.7% |
| All | +54.3% | -37.3% | +91.6% | +38.5% |
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