+189.0%
CDE vs PSA
+13.7%
+175.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +0.7% |
| 7D | -3.1% | -1.8% | -1.3% | -1.9% |
| 30D | +9.5% | -8.4% | +17.8% | +16.1% |
| 3M | +25.5% | -7.8% | +33.3% | +31.6% |
| 6M | -7.9% | +0.8% | -8.7% | -9.5% |
| YTD | +15.6% | +16.5% | -0.9% | +3.1% |
| 1Y | +34.0% | +4.7% | +29.3% | +28.6% |
| 3Y | +791.9% | +21.1% | +770.9% | +644.2% |
| All | +189.0% | +13.7% | +175.2% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling