+189.0%
CDE vs NOC
+58.2%
+130.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | +9.5% | -9.7% | +19.2% | +13.1% |
| 3M | +25.5% | -5.6% | +31.1% | +27.2% |
| 6M | -7.9% | -28.6% | +20.7% | +3.3% |
| YTD | +15.6% | -7.9% | +23.4% | +18.5% |
| 1Y | +34.0% | -9.5% | +43.6% | +38.2% |
| 3Y | +791.9% | +28.4% | +763.5% | +689.6% |
| All | +189.0% | +58.2% | +130.7% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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