-89.7%
CDE vs PSA
+14,166.4%
-14,256.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +18.8% | -8.2% | +27.0% | +23.3% |
| 3M | +23.5% | -2.1% | +25.6% | +24.0% |
| 6M | -8.6% | -0.2% | -8.4% | -8.8% |
| YTD | +16.0% | +18.5% | -2.5% | +7.6% |
| 1Y | +42.1% | +6.6% | +35.5% | +38.0% |
| 3Y | +835.9% | +24.5% | +811.4% | +748.4% |
| 5Y | +197.6% | +13.6% | +184.0% | +179.9% |
| 10Y | +39.6% | +102.0% | -62.4% | +1.8% |
| All | -89.7% | +14,166.4% | -14,256.0% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling