+596.3%
CDE vs PCOR
+50.0%
+546.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.9% |
| 3M | -24.2% | +24.9% | -49.1% | -29.7% |
| 6M | -29.1% | +68.8% | -97.9% | -40.9% |
| YTD | -21.5% | +6.7% | -28.2% | -23.6% |
| 1Y | -7.4% | +3.0% | -10.4% | -8.3% |
| 3Y | +596.3% | +48.6% | +547.7% | +352.5% |
| All | +596.3% | +50.0% | +546.3% | +352.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling