+396.7%
CDE vs TNA
+913.2%
-516.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.0% |
| 7D | -6.1% | -7.6% | +1.5% | -3.2% |
| 30D | +9.5% | -13.6% | +23.1% | +15.9% |
| 3M | +32.0% | +2.8% | +29.2% | +31.0% |
| 6M | -12.8% | +34.5% | -47.3% | -21.7% |
| YTD | +14.2% | +41.0% | -26.8% | +1.3% |
| 1Y | +36.3% | +52.0% | -15.7% | +16.7% |
| 3Y | +821.4% | +103.5% | +717.9% | +550.6% |
| 5Y | +194.3% | -22.5% | +216.8% | +163.1% |
| 10Y | +53.2% | +81.9% | -28.7% | -30.9% |
| All | +396.7% | +913.2% | -516.5% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling