-89.7%
CDE vs TMO
+8,187.2%
-8,276.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | +9.5% | +1.1% | +8.3% | +9.2% |
| 3M | +25.5% | +28.3% | -2.8% | +15.4% |
| 6M | -7.9% | +23.3% | -31.2% | -14.3% |
| YTD | +15.6% | +5.5% | +10.1% | +13.4% |
| 1Y | +34.0% | +24.5% | +9.5% | +23.9% |
| 3Y | +791.9% | +19.6% | +772.3% | +734.2% |
| 5Y | +197.7% | +8.1% | +189.6% | +186.3% |
| 10Y | +55.0% | +336.7% | -281.7% | -0.4% |
| All | -89.7% | +8,187.2% | -8,276.9% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling