+564.6%
CDE vs TLN
+574.4%
-9.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +9.5% | -14.3% | +23.8% | +15.8% |
| 3M | +25.5% | -9.3% | +34.8% | +29.5% |
| 6M | -7.9% | -1.1% | -6.8% | -7.6% |
| YTD | +15.6% | -16.6% | +32.1% | +20.7% |
| 1Y | +34.0% | -22.0% | +56.0% | +43.3% |
| 3Y | +791.9% | +470.2% | +321.7% | +394.1% |
| All | +564.6% | +574.4% | -9.8% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling