+56.1%
CDE vs PSA
+102.6%
-46.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.8% |
| 7D | -3.1% | -1.8% | -1.3% | -2.0% |
| 30D | +9.5% | -8.4% | +17.8% | +15.4% |
| 3M | +25.5% | -7.8% | +33.3% | +31.0% |
| 6M | -7.9% | +0.8% | -8.7% | -9.1% |
| YTD | +15.6% | +16.5% | -0.9% | +4.7% |
| 1Y | +34.0% | +4.7% | +29.3% | +29.5% |
| 3Y | +791.9% | +21.1% | +770.9% | +676.4% |
| 5Y | +197.7% | +14.2% | +183.5% | +166.5% |
| All | +56.1% | +102.6% | -46.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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