-8.4%
CDE vs PPL
-1.7%
-6.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -12.1% | +1.7% | -13.7% | -12.5% |
| 3M | -23.9% | +0.1% | -24.1% | -24.0% |
| 6M | -29.0% | -1.5% | -27.5% | -28.5% |
| YTD | -19.7% | +3.0% | -22.7% | -20.3% |
| 1Y | -8.4% | -1.4% | -7.0% | -2.1% |
| All | -8.4% | -1.7% | -6.7% | -2.1% |
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