-40.6%
CDE vs AWK
+966.9%
-1,007.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | +15.7% | +4.3% | +11.4% | +12.8% |
| 3M | +30.5% | +12.5% | +18.0% | +20.8% |
| 6M | -7.4% | +3.3% | -10.7% | -10.9% |
| YTD | +17.9% | +9.8% | +8.1% | +8.4% |
| 1Y | +46.7% | +2.9% | +43.8% | +39.2% |
| 3Y | +851.3% | +9.6% | +841.7% | +737.3% |
| 5Y | +202.9% | -16.7% | +219.6% | +216.3% |
| 10Y | +58.2% | +136.1% | -77.9% | -19.7% |
| All | -40.6% | +966.9% | -1,007.5% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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