+52.9%
CDE vs PR
+65.1%
-12.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.2% |
| 7D | +14.0% | -9.5% | +23.5% | +15.4% |
| 30D | -10.7% | -5.7% | -5.1% | -10.3% |
| 3M | -15.8% | +3.0% | -18.7% | -16.4% |
| 6M | -17.5% | +11.8% | -29.3% | -19.4% |
| YTD | -14.1% | +58.5% | -72.6% | -20.5% |
| 1Y | +2.9% | +69.9% | -66.9% | -5.7% |
| 3Y | +625.5% | +84.9% | +540.6% | +556.0% |
| 5Y | +117.1% | +246.4% | -129.3% | +80.1% |
| 10Y | +52.9% | +70.3% | -17.4% | +34.4% |
| All | +52.9% | +65.1% | -12.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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