-47.1%
CDE vs TMUS
+359.0%
-406.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +21.9% | +5.3% | +16.6% | +19.7% |
| 3M | +14.9% | +3.1% | +11.8% | +12.8% |
| 6M | -10.5% | -16.5% | +5.9% | -7.2% |
| YTD | +19.3% | -9.2% | +28.4% | +19.8% |
| 1Y | +50.8% | -26.5% | +77.3% | +60.8% |
| 3Y | +782.3% | +39.0% | +743.3% | +663.9% |
| 5Y | +191.7% | +40.4% | +151.3% | +151.8% |
| 10Y | +57.6% | +303.7% | -246.1% | -0.8% |
| All | -47.1% | +359.0% | -406.1% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling