+117.1%
CDE vs ALK
-28.6%
+145.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.9% |
| 7D | +14.0% | +12.9% | +1.1% | +8.5% |
| 30D | -10.7% | +5.5% | -16.3% | -12.9% |
| 3M | -15.8% | -12.1% | -3.7% | -11.6% |
| 6M | -17.5% | +1.7% | -19.2% | -19.6% |
| YTD | -14.1% | -17.4% | +3.3% | -9.6% |
| 1Y | +2.9% | -1.9% | +4.9% | +0.7% |
| 3Y | +625.5% | +21.2% | +604.2% | +486.7% |
| 5Y | +117.1% | -27.8% | +144.9% | +108.6% |
| All | +117.1% | -28.6% | +145.7% | +108.6% |
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