+194.3%
CDE vs TAP
-2.6%
+196.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.1% | -5.3% | -0.8% | -4.9% |
| 30D | +9.5% | -7.4% | +16.8% | +11.2% |
| 3M | +32.0% | -4.9% | +36.9% | +32.9% |
| 6M | -12.8% | -14.2% | +1.4% | -10.0% |
| YTD | +14.2% | -14.8% | +29.0% | +17.0% |
| 1Y | +36.3% | -18.1% | +54.4% | +40.7% |
| 3Y | +821.4% | -32.7% | +854.1% | +912.0% |
| 5Y | +194.3% | -0.5% | +194.7% | +164.3% |
| All | +194.3% | -2.6% | +196.9% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling