+50.8%
CDE vs PNR
-43.1%
+93.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -2.4% | +2.9% | +1.6% |
| 30D | +21.9% | -12.8% | +34.6% | +28.9% |
| 3M | +14.9% | -17.0% | +31.9% | +23.3% |
| 6M | -10.5% | -37.4% | +26.9% | +11.4% |
| YTD | +19.3% | -41.6% | +60.9% | +49.3% |
| 1Y | +50.8% | -44.6% | +95.4% | +100.8% |
| All | +50.8% | -43.1% | +93.9% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling