+34.0%
CDE vs ALK
-34.8%
+68.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | -3.1% | -2.1% | -1.0% | -2.3% |
| 30D | +9.5% | -13.1% | +22.6% | +15.1% |
| 3M | +25.5% | -11.8% | +37.3% | +30.6% |
| 6M | -7.9% | -0.4% | -7.5% | -10.6% |
| YTD | +15.6% | -18.2% | +33.7% | +19.9% |
| 1Y | +34.0% | -35.5% | +69.6% | +7.1% |
| All | +34.0% | -34.8% | +68.9% | +7.1% |
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