+71.0%
CDE vs PENG
+661.7%
-590.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.3% | -2.9% | +4.1% |
| 7D | +23.5% | -3.8% | +27.3% | +22.8% |
| 30D | -4.0% | -40.1% | +36.1% | +6.6% |
| 3M | -5.4% | -21.8% | +16.4% | -3.0% |
| 6M | -11.3% | +3.3% | -14.6% | -18.6% |
| YTD | -7.6% | +133.6% | -141.3% | -32.2% |
| 1Y | +12.1% | +110.7% | -98.6% | -15.8% |
| 3Y | +652.0% | +204.3% | +447.7% | +392.4% |
| 5Y | +137.3% | +54.4% | +82.9% | +66.0% |
| All | +71.0% | +661.7% | -590.7% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling