+1,677.3%
NOK vs CDE
-88.8%
+1,766.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.0% |
| 7D | +8.7% | -6.1% | +14.8% | +9.3% |
| 30D | +12.5% | +9.5% | +3.0% | +11.5% |
| 3M | -20.7% | +32.0% | -52.7% | -22.8% |
| 6M | +36.2% | -12.8% | +48.9% | +36.7% |
| YTD | +64.1% | +14.2% | +49.9% | +60.4% |
| 1Y | +132.4% | +36.3% | +96.1% | +122.4% |
| 3Y | +182.9% | +821.4% | -638.5% | +123.5% |
| 5Y | +102.8% | +194.3% | -91.5% | +70.6% |
| 10Y | +126.8% | +53.2% | +73.6% | +83.1% |
| All | +1,677.3% | -88.8% | +1,766.1% | +1,235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling