+189.0%
CDE vs PNR
-21.7%
+210.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | -3.1% | -6.0% | +2.9% | +0.4% |
| 30D | +9.5% | -14.0% | +23.4% | +19.3% |
| 3M | +25.5% | -21.7% | +47.2% | +42.2% |
| 6M | -7.9% | -37.3% | +29.4% | +20.0% |
| YTD | +15.6% | -45.1% | +60.7% | +61.6% |
| 1Y | +34.0% | -49.1% | +83.2% | +96.3% |
| 3Y | +791.9% | -14.8% | +806.7% | +847.6% |
| All | +189.0% | -21.7% | +210.7% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling