-7.4%
CDE vs PRU
+20.9%
-28.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.6% |
| 7D | -9.6% | +3.6% | -13.2% | -11.0% |
| 30D | -6.7% | +8.9% | -15.5% | -10.2% |
| 3M | -24.2% | +0.2% | -24.4% | -24.6% |
| 6M | -29.1% | +23.7% | -52.8% | -36.7% |
| YTD | -21.5% | +13.7% | -35.3% | -33.5% |
| 1Y | -7.4% | +20.6% | -28.0% | -25.0% |
| All | -7.4% | +20.9% | -28.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling