+781.5%
CDE vs PH
+133.8%
+647.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.1% |
| 7D | -6.1% | -3.1% | -2.9% | -4.0% |
| 30D | +9.5% | -11.8% | +21.3% | +18.9% |
| 3M | +32.0% | +6.9% | +25.1% | +23.6% |
| 6M | -12.8% | -1.3% | -11.5% | -13.5% |
| YTD | +14.2% | +7.0% | +7.3% | +7.7% |
| 1Y | +36.3% | +23.1% | +13.2% | +16.1% |
| All | +781.5% | +133.8% | +647.7% | +417.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling