-89.8%
CDE vs BKR
+528.0%
-617.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.7% | +3.5% | -0.7% |
| 7D | -6.1% | -6.7% | +0.6% | -3.7% |
| 30D | +9.5% | -8.3% | +17.8% | +12.9% |
| 3M | +32.0% | -5.4% | +37.4% | +34.1% |
| 6M | -12.8% | +0.8% | -13.6% | -13.4% |
| YTD | +14.2% | +31.8% | -17.6% | +3.1% |
| 1Y | +36.3% | +28.6% | +7.7% | +23.8% |
| 3Y | +821.4% | +71.2% | +750.2% | +646.7% |
| 5Y | +194.3% | +179.2% | +15.0% | +98.6% |
| 10Y | +53.2% | +124.0% | -70.7% | +0.3% |
| All | -89.8% | +528.0% | -617.8% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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