+117.9%
CDE vs PL
+84.9%
+33.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +0.5% | -9.3% | +9.8% | +2.7% |
| 30D | +21.9% | -18.9% | +40.8% | +27.7% |
| 3M | +14.9% | -58.4% | +73.3% | +38.6% |
| 6M | -10.5% | -30.3% | +19.8% | -6.7% |
| YTD | +19.3% | -8.1% | +27.4% | +16.6% |
| 1Y | +50.8% | +180.5% | -129.7% | +10.6% |
| 3Y | +782.3% | +444.1% | +338.2% | +382.7% |
| 5Y | +191.7% | +83.0% | +108.7% | +109.9% |
| All | +117.9% | +84.9% | +33.0% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling