+596.3%
CDE vs PR
+95.8%
+500.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.6% |
| 7D | -9.6% | +6.0% | -15.6% | -11.5% |
| 30D | -6.7% | -4.2% | -2.5% | -6.1% |
| 3M | -24.2% | +10.0% | -34.2% | -27.7% |
| 6M | -29.1% | +15.6% | -44.7% | -34.4% |
| YTD | -21.5% | +68.2% | -89.7% | -41.4% |
| 1Y | -7.4% | +79.2% | -86.6% | -33.4% |
| 3Y | +596.3% | +94.9% | +501.4% | +337.0% |
| All | +596.3% | +95.8% | +500.5% | +337.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling