-89.5%
CDE vs ROK
+15,563.1%
-15,652.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.9% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | +15.7% | -1.8% | +17.5% | +16.5% |
| 3M | +30.5% | -7.2% | +37.7% | +33.9% |
| 6M | -7.4% | +14.2% | -21.5% | -11.3% |
| YTD | +17.9% | +10.6% | +7.3% | +14.6% |
| 1Y | +46.7% | +25.9% | +20.8% | +36.7% |
| 3Y | +851.3% | +50.8% | +800.5% | +719.0% |
| 5Y | +202.9% | +47.0% | +155.9% | +159.0% |
| 10Y | +58.2% | +354.9% | -296.7% | -6.9% |
| All | -89.5% | +15,563.1% | -15,652.5% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling