+56.1%
CDE vs PH
+820.2%
-764.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.4% |
| 30D | +9.5% | -11.0% | +20.4% | +16.8% |
| 3M | +25.5% | +5.5% | +20.0% | +20.4% |
| 6M | -7.9% | +1.5% | -9.4% | -9.5% |
| YTD | +15.6% | +8.8% | +6.8% | +9.5% |
| 1Y | +34.0% | +24.5% | +9.6% | +17.0% |
| 3Y | +791.9% | +141.2% | +650.7% | +435.8% |
| 5Y | +197.7% | +256.3% | -58.6% | +41.7% |
| All | +56.1% | +820.2% | -764.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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