+54.3%
CDE vs TMUS
+318.7%
-264.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -6.1% | -5.8% | -0.3% | -4.4% |
| 30D | +9.5% | -0.2% | +9.7% | +9.4% |
| 3M | +32.0% | -4.0% | +36.0% | +32.2% |
| 6M | -12.8% | -18.1% | +5.3% | -8.4% |
| YTD | +14.2% | -11.3% | +25.5% | +15.7% |
| 1Y | +36.3% | -24.7% | +61.0% | +46.4% |
| 3Y | +821.4% | +35.4% | +786.0% | +648.4% |
| 5Y | +194.3% | +42.4% | +151.8% | +135.1% |
| All | +54.3% | +318.7% | -264.4% | -8.2% |
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