+51.6%
CDE vs TMUS
+244.6%
-193.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -9.6% | +4.9% | -14.5% | -10.8% |
| 30D | -6.7% | +7.7% | -14.4% | -8.7% |
| 3M | -24.2% | -6.8% | -17.4% | -23.4% |
| 6M | -29.1% | -9.7% | -19.4% | -28.3% |
| YTD | -21.5% | -15.0% | -6.6% | -20.2% |
| 1Y | -7.4% | -19.1% | +11.7% | -4.1% |
| 3Y | +596.3% | +21.4% | +574.9% | +482.7% |
| 5Y | +95.7% | +51.2% | +44.6% | +50.5% |
| All | +51.6% | +244.6% | -193.0% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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