+652.0%
CDE vs PCAR
+36.1%
+615.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.7% | +4.6% |
| 7D | +23.5% | +2.9% | +20.6% | +21.9% |
| 30D | -4.0% | -2.1% | -1.8% | -3.0% |
| 3M | -5.4% | -20.4% | +15.0% | +4.8% |
| 6M | -11.3% | -7.0% | -4.3% | -8.2% |
| YTD | -7.6% | -2.6% | -5.0% | -4.6% |
| 1Y | +12.1% | +9.8% | +2.3% | +11.7% |
| 3Y | +652.0% | +37.3% | +614.7% | +311.7% |
| All | +652.0% | +36.1% | +615.9% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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