+201.6%
CDE vs PPL
+39.5%
+162.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | +2.7% | -2.1% | -1.4% |
| 30D | +21.9% | +0.5% | +21.4% | +21.5% |
| 3M | +14.9% | +0.7% | +14.3% | +13.7% |
| 6M | -10.5% | -7.6% | -2.9% | -5.9% |
| YTD | +19.3% | +1.8% | +17.4% | +16.2% |
| 1Y | +50.8% | -0.8% | +51.6% | +49.5% |
| 3Y | +782.3% | +56.9% | +725.4% | +452.3% |
| All | +201.6% | +39.5% | +162.1% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling