+810.1%
CDE vs PTC
-10.6%
+820.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.6% |
| 7D | -2.0% | -13.6% | +11.6% | +2.0% |
| 30D | +15.7% | -14.7% | +30.4% | +20.7% |
| 3M | +30.5% | -5.9% | +36.4% | +31.5% |
| 6M | -7.4% | -21.1% | +13.7% | +0.4% |
| YTD | +17.9% | -26.0% | +43.9% | +31.3% |
| 1Y | +46.7% | -36.8% | +83.5% | +76.4% |
| All | +810.1% | -10.6% | +820.7% | +753.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling