+43.3%
CDE vs PBR
+1,899.4%
-1,856.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -3.1% | +5.4% | -8.5% | -5.3% |
| 30D | +9.5% | +22.9% | -13.4% | +0.1% |
| 3M | +25.5% | +19.6% | +5.9% | +15.0% |
| 6M | -7.9% | +16.5% | -24.4% | -15.7% |
| YTD | +15.6% | +86.7% | -71.1% | -13.6% |
| 1Y | +34.0% | +74.7% | -40.7% | +2.4% |
| 3Y | +791.9% | +102.6% | +689.3% | +528.2% |
| 5Y | +197.7% | +566.6% | -368.9% | +20.5% |
| 10Y | +55.0% | +686.1% | -631.0% | -54.9% |
| All | +43.3% | +1,899.4% | -1,856.0% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling