+99.7%
CDE vs PH
+203.8%
-104.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -9.6% | +4.3% | -14.0% | -12.2% |
| 30D | -6.7% | +0.1% | -6.8% | -6.8% |
| 3M | -24.2% | -9.4% | -14.9% | -19.3% |
| 6M | -29.1% | +8.8% | -37.9% | -34.2% |
| YTD | -21.5% | +9.6% | -31.1% | -27.1% |
| 1Y | -7.4% | +14.4% | -21.8% | -16.5% |
| 3Y | +596.3% | +134.5% | +461.8% | +279.4% |
| All | +99.7% | +203.8% | -104.1% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling