+51.6%
CDE vs PTC
+312.5%
-260.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -9.6% | +0.5% | -10.1% | -9.8% |
| 30D | -6.7% | +1.2% | -7.9% | -7.1% |
| 3M | -24.2% | +27.4% | -51.6% | -33.5% |
| 6M | -29.1% | +39.2% | -68.3% | -41.6% |
| YTD | -21.5% | +12.5% | -34.0% | -29.0% |
| 1Y | -7.4% | +12.3% | -19.7% | -16.2% |
| 3Y | +596.3% | +28.8% | +567.5% | +470.8% |
| 5Y | +95.7% | +60.9% | +34.9% | +41.0% |
| All | +51.6% | +312.5% | -260.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling