+202.9%
CDE vs ALK
-28.1%
+231.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.0% |
| 7D | -2.0% | -3.0% | +1.0% | -0.8% |
| 30D | +15.7% | -14.6% | +30.3% | +23.0% |
| 3M | +30.5% | -10.6% | +41.1% | +35.3% |
| 6M | -7.4% | -6.7% | -0.7% | -6.7% |
| YTD | +17.9% | -19.8% | +37.7% | +25.7% |
| 1Y | +46.7% | -35.2% | +81.9% | +68.5% |
| 3Y | +851.3% | +1.4% | +849.9% | +738.7% |
| 5Y | +202.9% | -30.7% | +233.6% | +186.4% |
| All | +202.9% | -28.1% | +231.0% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling