-50.8%
CDE vs TDY
+7,056.0%
-7,106.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | +9.5% | -12.0% | +21.5% | +13.9% |
| 3M | +25.5% | -3.2% | +28.7% | +26.7% |
| 6M | -7.9% | -7.9% | 0.0% | -5.0% |
| YTD | +15.6% | +18.2% | -2.7% | +10.6% |
| 1Y | +34.0% | +6.7% | +27.4% | +32.4% |
| 3Y | +791.9% | +47.5% | +744.4% | +704.8% |
| 5Y | +197.7% | +39.5% | +158.2% | +173.6% |
| 10Y | +55.0% | +477.2% | -422.2% | -1.7% |
| All | -50.8% | +7,056.0% | -7,106.8% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling