-89.5%
CDE vs NOC
+16,477.4%
-16,566.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -2.0% | -1.6% | -0.4% | -1.5% |
| 30D | +15.7% | -10.4% | +26.1% | +19.0% |
| 3M | +30.5% | -5.6% | +36.1% | +32.0% |
| 6M | -7.4% | -30.4% | +23.0% | +1.8% |
| YTD | +17.9% | -8.5% | +26.4% | +20.3% |
| 1Y | +46.7% | -8.3% | +55.0% | +49.6% |
| 3Y | +851.3% | +28.2% | +823.1% | +772.2% |
| 5Y | +202.9% | +56.7% | +146.2% | +162.2% |
| 10Y | +58.2% | +189.3% | -131.2% | +15.0% |
| All | -89.5% | +16,477.4% | -16,566.8% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling