-8.7%
CDE vs PSX
+1,167.1%
-1,175.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.0% | +1.8% | -3.8% | -2.6% |
| 30D | +15.7% | +21.6% | -5.9% | +7.6% |
| 3M | +30.5% | +46.5% | -15.9% | +12.7% |
| 6M | -7.4% | +62.0% | -69.4% | -24.1% |
| YTD | +17.9% | +106.3% | -88.4% | -12.2% |
| 1Y | +46.7% | +103.0% | -56.3% | +9.5% |
| 3Y | +851.3% | +135.5% | +715.8% | +555.0% |
| 5Y | +202.9% | +368.5% | -165.6% | +59.9% |
| 10Y | +58.2% | +386.6% | -328.4% | -22.8% |
| All | -8.7% | +1,167.1% | -1,175.8% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling