+34.0%
CDE vs PTC
-36.4%
+70.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -3.1% | -7.3% | +4.2% | -2.8% |
| 30D | +9.5% | -11.6% | +21.1% | +10.0% |
| 3M | +25.5% | +10.5% | +15.0% | +25.2% |
| 6M | -7.9% | -17.8% | +9.9% | -0.6% |
| YTD | +15.6% | -24.9% | +40.5% | +33.1% |
| 1Y | +34.0% | -36.8% | +70.9% | +96.1% |
| All | +34.0% | -36.4% | +70.5% | +96.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling