+5.6%
CDE vs PPL
+1.0%
+4.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -14.5% | +8.4% | -22.9% | -16.7% |
| 3M | -10.1% | +2.4% | -12.4% | -10.7% |
| 6M | -16.9% | -4.0% | -12.9% | -15.4% |
| YTD | -18.1% | +4.5% | -22.6% | -19.1% |
| 1Y | +5.6% | +1.7% | +3.9% | +8.7% |
| All | +5.6% | +1.0% | +4.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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