+254.8%
CDE vs TEM
+46.9%
+207.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.4% |
| 7D | -6.1% | -9.2% | +3.1% | -4.4% |
| 30D | +9.5% | +5.5% | +4.0% | +7.9% |
| 3M | +32.0% | +18.7% | +13.3% | +27.2% |
| 6M | -12.8% | +15.4% | -28.2% | -16.0% |
| YTD | +14.2% | -0.5% | +14.7% | +12.6% |
| 1Y | +36.3% | -24.8% | +61.1% | +39.1% |
| All | +254.8% | +46.9% | +207.9% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling