+596.3%
CDE vs TMUS
+21.2%
+575.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.3% |
| 7D | -9.6% | +4.9% | -14.5% | -9.0% |
| 30D | -6.7% | +7.7% | -14.4% | -5.4% |
| 3M | -24.2% | -6.8% | -17.4% | -24.4% |
| 6M | -29.1% | -9.7% | -19.4% | -29.1% |
| YTD | -21.5% | -15.0% | -6.6% | -21.4% |
| 1Y | -7.4% | -19.1% | +11.7% | -6.9% |
| 3Y | +596.3% | +21.4% | +574.9% | +775.9% |
| All | +596.3% | +21.2% | +575.1% | +775.9% |
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