+111.5%
CDE vs PENG
+710.3%
-598.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | -2.0% |
| 7D | -6.1% | 0.0% | -6.0% | -6.1% |
| 30D | +9.5% | -15.2% | +24.7% | +13.3% |
| 3M | +32.0% | -16.9% | +48.9% | +32.6% |
| 6M | -12.8% | +161.5% | -174.3% | -35.9% |
| YTD | +14.2% | +148.6% | -134.4% | -15.1% |
| 1Y | +36.3% | +89.6% | -53.3% | +7.1% |
| 3Y | +821.4% | +99.8% | +721.6% | +549.9% |
| 5Y | +194.3% | +100.9% | +93.4% | +96.6% |
| All | +111.5% | +710.3% | -598.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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