+197.6%
CDE vs PR
+409.5%
-211.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.2% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | +18.8% | +17.4% | +1.4% | +12.4% |
| 3M | +23.5% | +21.8% | +1.7% | +14.2% |
| 6M | -8.6% | +27.6% | -36.2% | -18.5% |
| YTD | +16.0% | +71.4% | -55.4% | -7.8% |
| 1Y | +42.1% | +78.3% | -36.3% | +10.4% |
| 3Y | +835.9% | +85.5% | +750.4% | +601.5% |
| 5Y | +197.6% | +422.7% | -225.1% | +53.3% |
| All | +197.6% | +409.5% | -211.9% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling