+194.3%
CDE vs TFC
+14.0%
+180.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -6.1% | -2.5% | -3.6% | -5.1% |
| 30D | +9.5% | -2.8% | +12.3% | +10.5% |
| 3M | +32.0% | +2.1% | +29.8% | +30.4% |
| 6M | -12.8% | +10.1% | -22.9% | -16.4% |
| YTD | +14.2% | +5.4% | +8.8% | +11.2% |
| 1Y | +36.3% | +16.3% | +20.0% | +27.3% |
| 3Y | +821.4% | +95.9% | +725.5% | +599.0% |
| 5Y | +194.3% | +16.0% | +178.3% | +161.7% |
| All | +194.3% | +14.0% | +180.3% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 5y: compounded portfolio wealth divided by compounded TFC 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…
5y analysis · Full analysis span regression · 6 months rolling