+56.1%
CDE vs TAP
-49.9%
+106.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.8% |
| 7D | -3.1% | -3.9% | +0.8% | -1.9% |
| 30D | +9.5% | -5.3% | +14.7% | +11.2% |
| 3M | +25.5% | -3.8% | +29.3% | +26.2% |
| 6M | -7.9% | -11.4% | +3.5% | -5.4% |
| YTD | +15.6% | -13.7% | +29.3% | +18.9% |
| 1Y | +34.0% | -17.2% | +51.2% | +38.9% |
| 3Y | +791.9% | -33.1% | +825.0% | +881.8% |
| 5Y | +197.7% | +0.8% | +196.9% | +178.2% |
| All | +56.1% | -49.9% | +106.0% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling