+781.5%
CDE vs TLN
+469.0%
+312.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.2% |
| 7D | -6.1% | +2.0% | -8.0% | -6.9% |
| 30D | +9.5% | -12.9% | +22.4% | +15.1% |
| 3M | +32.0% | -7.4% | +39.4% | +35.3% |
| 6M | -12.8% | -6.0% | -6.7% | -11.0% |
| YTD | +14.2% | -16.9% | +31.1% | +19.5% |
| 1Y | +36.3% | -22.6% | +58.9% | +46.1% |
| All | +781.5% | +469.0% | +312.5% | +456.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling