+810.1%
CDE vs PM
+124.8%
+685.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | +15.7% | -0.2% | +15.9% | +15.7% |
| 3M | +30.5% | +4.9% | +25.6% | +28.4% |
| 6M | -7.4% | +9.0% | -16.4% | -10.4% |
| YTD | +17.9% | +17.8% | +0.1% | +11.4% |
| 1Y | +46.7% | +16.8% | +29.9% | +38.8% |
| All | +810.1% | +124.8% | +685.3% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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