+791.9%
CDE vs TNA
+101.9%
+690.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -3.1% | -7.3% | +4.2% | +0.6% |
| 30D | +9.5% | -14.2% | +23.6% | +18.3% |
| 3M | +25.5% | -4.6% | +30.1% | +28.9% |
| 6M | -7.9% | +36.9% | -44.8% | -20.4% |
| YTD | +15.6% | +42.5% | -27.0% | -1.1% |
| 1Y | +34.0% | +45.8% | -11.7% | +12.4% |
| 3Y | +791.9% | +104.7% | +687.3% | +479.7% |
| All | +791.9% | +101.9% | +690.0% | +479.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling