+21.3%
NOK vs CDE
+0.7%
+20.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -4.6% |
| 7D | -10.4% | +1.1% | -11.5% | -10.7% |
| 30D | -19.0% | -14.5% | -4.5% | -16.2% |
| 3M | -16.7% | -10.1% | -6.7% | -15.2% |
| 6M | -37.1% | -16.9% | -20.3% | -35.2% |
| YTD | +27.7% | -18.1% | +45.8% | +29.8% |
| 1Y | +21.3% | +5.6% | +15.7% | +18.0% |
| All | +21.3% | +0.7% | +20.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling