-92.3%
CDE vs ALK
+828.7%
-921.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | +14.0% | +12.9% | +1.1% | +12.0% |
| 30D | -10.7% | +5.5% | -16.3% | -11.5% |
| 3M | -15.8% | -12.1% | -3.7% | -14.2% |
| 6M | -17.5% | +1.7% | -19.2% | -18.0% |
| YTD | -14.1% | -17.4% | +3.3% | -12.2% |
| 1Y | +2.9% | -1.9% | +4.9% | +2.8% |
| 3Y | +625.5% | +21.2% | +604.2% | +597.8% |
| 5Y | +117.1% | -27.8% | +144.9% | +121.1% |
| 10Y | +52.9% | -41.0% | +93.9% | +52.2% |
| All | -92.3% | +828.7% | -921.0% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling