-11.0%
CDE vs PBF
+317.1%
-328.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.1% |
| 7D | +2.3% | +2.4% | -0.1% | +2.0% |
| 30D | +18.8% | +24.9% | -6.1% | +15.3% |
| 3M | +23.5% | +81.9% | -58.4% | +13.5% |
| 6M | -8.6% | +79.4% | -88.0% | -17.1% |
| YTD | +16.0% | +188.3% | -172.3% | -2.0% |
| 1Y | +42.1% | +177.3% | -135.2% | +19.7% |
| 3Y | +835.9% | +56.0% | +779.9% | +730.5% |
| 5Y | +197.6% | +804.0% | -606.4% | +112.2% |
| 10Y | +39.6% | +334.1% | -294.5% | -5.6% |
| All | -11.0% | +317.1% | -328.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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