+810.1%
CDE vs TMUS
+34.9%
+775.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.3% |
| 7D | -2.0% | -5.3% | +3.4% | -2.6% |
| 30D | +15.7% | +0.1% | +15.6% | +15.8% |
| 3M | +30.5% | -0.6% | +31.1% | +31.0% |
| 6M | -7.4% | -17.5% | +10.2% | -7.9% |
| YTD | +17.9% | -11.3% | +29.2% | +18.0% |
| 1Y | +46.7% | -25.4% | +72.1% | +48.9% |
| All | +810.1% | +34.9% | +775.3% | +750.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling