+5.6%
CDE vs TEM
-11.1%
+16.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.8% | +11.5% | +9.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -14.5% | -9.5% | -5.0% | -12.3% |
| 3M | -10.1% | +60.7% | -70.8% | -29.8% |
| 6M | -16.9% | +35.5% | -52.4% | -31.2% |
| YTD | -18.1% | +28.0% | -46.2% | -29.5% |
| 1Y | +5.6% | -10.5% | +16.1% | -0.5% |
| All | +5.6% | -11.1% | +16.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling