0.0%
CDE vs PSLV
+109.5%
-109.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.8% |
| 7D | -3.1% | -3.5% | +0.3% | +0.8% |
| 30D | +9.5% | -2.1% | +11.6% | +12.3% |
| 3M | +25.5% | -1.6% | +27.1% | +29.0% |
| 6M | -7.9% | -25.5% | +17.6% | +31.1% |
| YTD | +15.6% | -11.4% | +27.0% | +14.9% |
| 1Y | +34.0% | +48.6% | -14.5% | -31.7% |
| 3Y | +791.9% | +166.9% | +625.0% | +138.1% |
| 5Y | +197.7% | +152.4% | +45.3% | -7.7% |
| 10Y | +55.0% | +187.8% | -132.7% | -51.0% |
| All | 0.0% | +109.5% | -109.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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