+36.3%
CDE vs TPR
+9.7%
+26.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.9% |
| 7D | -6.1% | -5.1% | -0.9% | -4.1% |
| 30D | +9.5% | -27.6% | +37.0% | +24.4% |
| 3M | +32.0% | -17.5% | +49.5% | +40.0% |
| 6M | -12.8% | -21.3% | +8.5% | -6.1% |
| YTD | +14.2% | -8.5% | +22.7% | +17.5% |
| 1Y | +36.3% | +11.5% | +24.8% | +26.2% |
| All | +36.3% | +9.7% | +26.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling