+58.2%
CDE vs PR
+88.3%
-30.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -2.0% | -0.8% | -1.1% | -1.9% |
| 30D | +15.7% | +11.3% | +4.4% | +14.0% |
| 3M | +30.5% | +24.1% | +6.4% | +26.3% |
| 6M | -7.4% | +25.4% | -32.8% | -11.0% |
| YTD | +17.9% | +71.2% | -53.3% | +8.4% |
| 1Y | +46.7% | +78.6% | -31.9% | +33.8% |
| 3Y | +851.3% | +85.2% | +766.0% | +761.6% |
| 5Y | +202.9% | +419.0% | -216.1% | +142.5% |
| 10Y | +58.2% | +86.2% | -28.1% | +38.8% |
| All | +58.2% | +88.3% | -30.1% | +38.8% |
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