+260.3%
CDE vs TEM
+60.7%
+199.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +2.3% | +3.2% | -1.0% | +1.6% |
| 30D | +18.8% | +23.5% | -4.7% | +13.8% |
| 3M | +23.5% | +32.3% | -8.8% | +16.7% |
| 6M | -8.6% | +23.0% | -31.7% | -13.1% |
| YTD | +16.0% | +8.9% | +7.1% | +12.5% |
| 1Y | +42.1% | -19.9% | +61.9% | +42.9% |
| All | +260.3% | +60.7% | +199.6% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling