+56.1%
CDE vs TMO
+338.2%
-282.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -3.1% | -0.6% | -2.5% | -2.7% |
| 30D | +9.5% | +1.1% | +8.3% | +9.1% |
| 3M | +25.5% | +28.3% | -2.8% | +9.4% |
| 6M | -7.9% | +23.3% | -31.2% | -18.3% |
| YTD | +15.6% | +5.5% | +10.1% | +11.8% |
| 1Y | +34.0% | +24.5% | +9.5% | +17.5% |
| 3Y | +791.9% | +19.6% | +772.3% | +692.9% |
| 5Y | +197.7% | +8.1% | +189.6% | +174.7% |
| All | +56.1% | +338.2% | -282.1% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling