+194.3%
CDE vs PM
+132.4%
+61.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.8% |
| 7D | -6.1% | +1.9% | -8.0% | -6.7% |
| 30D | +9.5% | +1.9% | +7.6% | +8.7% |
| 3M | +32.0% | +4.6% | +27.4% | +29.0% |
| 6M | -12.8% | +11.7% | -24.5% | -17.6% |
| YTD | +14.2% | +20.4% | -6.2% | +4.2% |
| 1Y | +36.3% | +19.0% | +17.3% | +24.7% |
| 3Y | +821.4% | +130.4% | +691.0% | +456.8% |
| 5Y | +194.3% | +131.5% | +62.8% | +72.1% |
| All | +194.3% | +132.4% | +61.9% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling