+810.1%
CDE vs TAP
-33.0%
+843.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.6% |
| 7D | -2.0% | -5.1% | +3.1% | -1.9% |
| 30D | +15.7% | -8.4% | +24.1% | +15.6% |
| 3M | +30.5% | -3.9% | +34.4% | +30.5% |
| 6M | -7.4% | -14.4% | +7.0% | -6.8% |
| YTD | +17.9% | -14.7% | +32.6% | +17.9% |
| 1Y | +46.7% | -18.7% | +65.4% | +48.0% |
| All | +810.1% | -33.0% | +843.1% | +882.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling