+585.9%
CDE vs TLN
+583.6%
+2.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -3.3% |
| 7D | +0.5% | +7.1% | -6.5% | -2.1% |
| 30D | +21.9% | -3.9% | +25.8% | +23.4% |
| 3M | +14.9% | -16.2% | +31.1% | +22.3% |
| 6M | -10.5% | -5.8% | -4.7% | -8.8% |
| YTD | +19.3% | -15.4% | +34.7% | +24.0% |
| 1Y | +50.8% | -16.7% | +67.5% | +57.8% |
| 3Y | +782.3% | +473.8% | +308.6% | +388.3% |
| All | +585.9% | +583.6% | +2.4% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling