+5.6%
CDE vs TMF
-23.9%
+29.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.5% | +6.3% | +7.6% |
| 7D | +1.1% | +4.0% | -2.9% | -0.7% |
| 30D | -14.5% | +19.5% | -33.9% | -22.7% |
| 3M | -10.1% | -3.5% | -6.5% | -8.2% |
| 6M | -16.9% | -10.6% | -6.3% | -12.8% |
| YTD | -18.1% | -17.1% | -1.1% | -11.2% |
| 1Y | +5.6% | -24.3% | +29.9% | +18.1% |
| All | +5.6% | -23.9% | +29.5% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling