+132.2%
CDE vs PR
+152.6%
-20.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.5% |
| 7D | +18.1% | -16.4% | +34.5% | +20.8% |
| 30D | -6.2% | -1.9% | -4.3% | -6.2% |
| 3M | -1.2% | +8.0% | -9.1% | -2.5% |
| 6M | -17.4% | +4.1% | -21.5% | -18.4% |
| YTD | -13.1% | +58.7% | -71.8% | -19.5% |
| 1Y | +7.3% | +75.8% | -68.6% | -2.1% |
| 3Y | +522.0% | +73.2% | +448.8% | +467.8% |
| 5Y | +123.2% | +230.1% | -107.0% | +86.3% |
| 10Y | +37.9% | +67.4% | -29.5% | +23.5% |
| All | +132.2% | +152.6% | -20.4% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling