-7.4%
CDE vs TE
-25.9%
+18.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.0% |
| 7D | -2.0% | +15.0% | -16.9% | -4.0% |
| 30D | +15.7% | -7.5% | +23.2% | +16.4% |
| 3M | +30.5% | -42.0% | +72.5% | +36.7% |
| 6M | -7.4% | -31.4% | +24.0% | -7.9% |
| All | -7.4% | -25.9% | +18.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 6mo: compounded portfolio wealth divided by compounded TE 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…
6mo analysis · Full analysis span regression · 6 months rolling