+5.6%
CDE vs PSX
+97.5%
-91.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.5% | +13.3% | +7.7% |
| 7D | +1.1% | -5.2% | +6.3% | +0.1% |
| 30D | -14.5% | -3.7% | -10.7% | -15.1% |
| 3M | -10.1% | +26.8% | -36.8% | -6.0% |
| 6M | -16.9% | +47.3% | -64.2% | -10.8% |
| YTD | -18.1% | +105.4% | -123.5% | -16.3% |
| 1Y | +5.6% | +96.9% | -91.3% | +8.3% |
| All | +5.6% | +97.5% | -91.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling