+43.4%
CDE vs PL
+40.9%
+2.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -9.6% | +10.0% | -19.7% | -11.7% |
| 30D | -6.7% | -2.3% | -4.4% | -6.6% |
| 3M | -24.2% | -44.2% | +20.0% | -14.0% |
| 6M | -29.1% | -66.1% | +37.0% | -11.1% |
| YTD | -21.5% | -30.0% | +8.5% | -18.8% |
| 1Y | -7.4% | +21.0% | -28.4% | -16.0% |
| 3Y | +596.3% | +516.5% | +79.8% | +271.1% |
| 5Y | +95.7% | +32.0% | +63.7% | +40.7% |
| All | +43.4% | +40.9% | +2.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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