+51.6%
CDE vs TPR
+364.3%
-312.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -9.6% | -0.3% | -9.3% | -9.5% |
| 30D | -6.7% | +15.1% | -21.8% | -11.0% |
| 3M | -24.2% | +3.5% | -27.7% | -25.4% |
| 6M | -29.1% | +0.4% | -29.5% | -30.0% |
| YTD | -21.5% | +4.6% | -26.1% | -23.8% |
| 1Y | -7.4% | +33.1% | -40.5% | -16.9% |
| 3Y | +596.3% | +396.0% | +200.3% | +300.3% |
| 5Y | +95.7% | +230.3% | -134.5% | +23.3% |
| All | +51.6% | +364.3% | -312.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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