+5.6%
CDE vs PBR
+74.7%
-69.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -7.0% | +15.7% | +7.9% |
| 7D | +1.1% | -11.0% | +12.1% | 0.0% |
| 30D | -14.5% | -18.8% | +4.3% | -16.0% |
| 3M | -10.1% | +7.8% | -17.9% | -10.4% |
| 6M | -16.9% | -7.6% | -9.3% | -16.4% |
| YTD | -18.1% | +72.7% | -90.8% | -24.5% |
| 1Y | +5.6% | +72.9% | -67.3% | -1.8% |
| All | +5.6% | +74.7% | -69.1% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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