-53.5%
CDE vs PM
+762.9%
-816.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.4% |
| 7D | +2.3% | -1.3% | +3.6% | +3.0% |
| 30D | +18.8% | -2.6% | +21.4% | +20.3% |
| 3M | +23.5% | +5.8% | +17.7% | +17.7% |
| 6M | -8.6% | +10.6% | -19.2% | -16.0% |
| YTD | +16.0% | +17.2% | -1.2% | +2.4% |
| 1Y | +42.1% | +17.6% | +24.4% | +24.4% |
| 3Y | +835.9% | +124.3% | +711.6% | +423.9% |
| 5Y | +197.6% | +125.1% | +72.5% | +64.0% |
| 10Y | +39.6% | +198.6% | -159.1% | -40.6% |
| All | -53.5% | +762.9% | -816.4% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling