-29.1%
CDE vs PM
+7.9%
-37.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -1.5% |
| 7D | -9.6% | +0.5% | -10.2% | -9.1% |
| 30D | -6.7% | -3.2% | -3.5% | -7.8% |
| 3M | -24.2% | +6.2% | -30.5% | -20.2% |
| 6M | -29.1% | +7.7% | -36.8% | -25.5% |
| All | -29.1% | +7.9% | -37.0% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling