-89.4%
CDE vs ALK
+839.9%
-929.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +21.9% | -19.2% | +41.1% | +25.6% |
| 3M | +14.9% | -1.5% | +16.5% | +14.9% |
| 6M | -10.5% | -13.1% | +2.5% | -9.1% |
| YTD | +19.3% | -16.4% | +35.7% | +21.8% |
| 1Y | +50.8% | -33.1% | +83.9% | +58.3% |
| 3Y | +782.3% | +0.6% | +781.7% | +767.6% |
| 5Y | +191.7% | -26.4% | +218.1% | +196.0% |
| 10Y | +57.6% | -34.2% | +91.8% | +55.4% |
| All | -89.4% | +839.9% | -929.2% | -89.9% |
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