-89.7%
CDE vs PH
+25,009.0%
-25,098.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | +18.8% | -10.8% | +29.6% | +23.9% |
| 3M | +23.5% | +8.5% | +15.0% | +19.0% |
| 6M | -8.6% | +3.9% | -12.6% | -10.3% |
| YTD | +16.0% | +9.4% | +6.6% | +11.9% |
| 1Y | +42.1% | +26.8% | +15.3% | +29.3% |
| 3Y | +835.9% | +140.8% | +695.1% | +573.4% |
| 5Y | +197.6% | +253.8% | -56.2% | +85.5% |
| 10Y | +39.6% | +792.3% | -752.8% | -37.7% |
| All | -89.7% | +25,009.0% | -25,098.7% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling