+3.2%
CDE vs TMO
+21.2%
-18.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +2.5% |
| 7D | +4.2% | -4.5% | +8.7% | +6.8% |
| 30D | -14.8% | +3.1% | -17.9% | -16.1% |
| 3M | -16.1% | +17.2% | -33.3% | -23.4% |
| 6M | -14.5% | +45.3% | -59.8% | -31.6% |
| YTD | -17.9% | +17.1% | -35.0% | -20.0% |
| 1Y | +3.2% | +19.7% | -16.5% | -0.5% |
| All | +3.2% | +21.2% | -18.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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