+56.1%
CDE vs TNA
+86.1%
-30.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -3.1% | -7.3% | +4.2% | -0.4% |
| 30D | +9.5% | -14.2% | +23.6% | +16.0% |
| 3M | +25.5% | -4.6% | +30.1% | +28.1% |
| 6M | -7.9% | +36.9% | -44.8% | -17.4% |
| YTD | +15.6% | +42.5% | -27.0% | +2.7% |
| 1Y | +34.0% | +45.8% | -11.7% | +17.4% |
| 3Y | +791.9% | +104.7% | +687.3% | +542.5% |
| 5Y | +197.7% | -21.7% | +219.4% | +164.5% |
| All | +56.1% | +86.1% | -30.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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