-68.5%
CDE vs PM
+837.3%
-905.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.9% |
| 7D | -9.6% | +0.5% | -10.2% | -10.1% |
| 30D | -6.7% | -3.2% | -3.5% | -5.5% |
| 3M | -24.2% | +6.2% | -30.5% | -27.6% |
| 6M | -29.1% | +7.7% | -36.8% | -34.1% |
| YTD | -21.5% | +27.3% | -48.8% | -34.5% |
| 1Y | -7.4% | +32.8% | -40.1% | -24.9% |
| 3Y | +596.3% | +150.0% | +446.3% | +262.4% |
| 5Y | +95.7% | +164.2% | -68.5% | -2.8% |
| 10Y | +53.0% | +265.7% | -212.7% | -44.4% |
| All | -68.5% | +837.3% | -905.9% | -95.9% |
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 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