+197.6%
CDE vs PENG
+107.7%
+89.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +2.3% | +7.8% | -5.5% | +0.5% |
| 30D | +18.8% | -12.2% | +31.0% | +21.5% |
| 3M | +23.5% | -20.6% | +44.1% | +25.5% |
| 6M | -8.6% | +180.9% | -189.6% | -33.1% |
| YTD | +16.0% | +162.3% | -146.3% | -13.9% |
| 1Y | +42.1% | +107.3% | -65.2% | +10.0% |
| 3Y | +835.9% | +110.8% | +725.1% | +565.0% |
| 5Y | +197.6% | +117.8% | +79.8% | +91.4% |
| All | +197.6% | +107.7% | +89.9% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling