+50.8%
CDE vs TAP
-14.5%
+65.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | -2.3% | +2.8% | -0.3% |
| 30D | +21.9% | -2.1% | +24.0% | +20.9% |
| 3M | +14.9% | +6.6% | +8.3% | +18.1% |
| 6M | -10.5% | -11.5% | +1.0% | -13.1% |
| YTD | +19.3% | -10.3% | +29.5% | +16.3% |
| 1Y | +50.8% | -14.4% | +65.2% | +42.5% |
| All | +50.8% | -14.5% | +65.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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