-50.2%
CDE vs PSKY
-45.6%
-4.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +3.5% |
| 7D | -2.0% | -6.8% | +4.9% | +0.4% |
| 30D | +15.7% | +10.2% | +5.5% | +11.8% |
| 3M | +30.5% | +0.3% | +30.2% | +30.0% |
| 6M | -7.4% | -7.8% | +0.4% | -5.6% |
| YTD | +17.9% | -23.0% | +40.9% | +26.8% |
| 1Y | +46.7% | -31.6% | +78.4% | +61.5% |
| 3Y | +851.3% | -21.3% | +872.6% | +808.5% |
| 5Y | +202.9% | -71.5% | +274.4% | +283.7% |
| 10Y | +58.2% | -75.6% | +133.8% | +70.4% |
| All | -50.2% | -45.6% | -4.5% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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