+52.9%
CDE vs PPL
+65.3%
-12.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.1% |
| 7D | +14.0% | 0.0% | +14.0% | +14.0% |
| 30D | -10.7% | +4.3% | -15.0% | -13.1% |
| 3M | -15.8% | +2.9% | -18.7% | -17.5% |
| 6M | -17.5% | +1.1% | -18.6% | -18.6% |
| YTD | -14.1% | +4.5% | -18.6% | -17.2% |
| 1Y | +2.9% | +0.1% | +2.8% | +1.8% |
| 3Y | +625.5% | +55.7% | +569.8% | +442.1% |
| 5Y | +117.1% | +47.6% | +69.5% | +69.1% |
| 10Y | +52.9% | +66.8% | -13.9% | -2.4% |
| All | +52.9% | +65.3% | -12.4% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling