+194.3%
NOK vs CDE
+807.6%
-613.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.7% |
| 7D | +11.0% | -3.1% | +14.1% | +11.4% |
| 30D | +7.8% | +9.5% | -1.6% | +6.4% |
| 3M | -21.0% | +25.5% | -46.5% | -23.7% |
| 6M | +40.9% | -7.9% | +48.8% | +40.1% |
| YTD | +72.0% | +15.6% | +56.5% | +65.9% |
| 1Y | +140.9% | +34.0% | +106.9% | +126.9% |
| 3Y | +194.3% | +791.9% | -597.7% | +122.2% |
| All | +194.3% | +807.6% | -613.4% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling