+194.3%
CDE vs PTC
+0.6%
+193.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.1% | -14.2% | +8.2% | -0.1% |
| 30D | +9.5% | -14.4% | +23.9% | +16.3% |
| 3M | +32.0% | -4.7% | +36.7% | +31.9% |
| 6M | -12.8% | -19.3% | +6.5% | -6.1% |
| YTD | +14.2% | -26.1% | +40.3% | +28.1% |
| 1Y | +36.3% | -37.1% | +73.4% | +66.6% |
| 3Y | +821.4% | -10.4% | +831.8% | +780.9% |
| 5Y | +194.3% | +2.5% | +191.8% | +149.7% |
| All | +194.3% | +0.6% | +193.6% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling