+189.0%
CDE vs ROK
+47.1%
+141.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -3.1% | -1.2% | -1.9% | -2.4% |
| 30D | +9.5% | -4.8% | +14.3% | +12.4% |
| 3M | +25.5% | -6.1% | +31.6% | +29.3% |
| 6M | -7.9% | +15.5% | -23.4% | -14.4% |
| YTD | +15.6% | +11.2% | +4.4% | +10.1% |
| 1Y | +34.0% | +23.8% | +10.2% | +21.8% |
| 3Y | +791.9% | +53.1% | +738.8% | +604.7% |
| All | +189.0% | +47.1% | +141.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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