-89.7%
CDE vs PPG
+2,583.7%
-2,673.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -3.1% | -6.2% | +3.1% | -0.4% |
| 30D | +9.5% | -7.9% | +17.4% | +13.4% |
| 3M | +25.5% | -10.2% | +35.7% | +31.6% |
| 6M | -7.9% | +2.7% | -10.6% | -8.4% |
| YTD | +15.6% | +4.9% | +10.7% | +13.7% |
| 1Y | +34.0% | -3.2% | +37.2% | +35.9% |
| 3Y | +791.9% | -17.0% | +808.9% | +863.0% |
| 5Y | +197.7% | -23.3% | +221.1% | +226.3% |
| 10Y | +55.0% | +26.4% | +28.6% | +34.8% |
| All | -89.7% | +2,583.7% | -2,673.4% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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