+40.0%
CDE vs PCOR
-7.6%
+47.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -9.6% | +3.0% | -12.7% | -10.4% |
| 30D | -6.7% | +38.7% | -45.4% | -15.8% |
| 3M | -24.2% | +24.9% | -49.1% | -29.8% |
| 6M | -29.1% | +68.8% | -97.9% | -40.8% |
| YTD | -21.5% | +6.7% | -28.2% | -25.5% |
| 1Y | -7.4% | +3.0% | -10.4% | -11.0% |
| 3Y | +596.3% | +48.6% | +547.7% | +471.4% |
| 5Y | +95.7% | -12.7% | +108.4% | +64.8% |
| All | +40.0% | -7.6% | +47.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling