+202.9%
CDE vs TPR
+225.0%
-22.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.0% |
| 7D | -2.0% | -7.3% | +5.3% | +1.1% |
| 30D | +15.7% | -30.7% | +46.4% | +33.3% |
| 3M | +30.5% | -21.6% | +52.1% | +42.5% |
| 6M | -7.4% | -21.3% | +13.9% | +0.7% |
| YTD | +17.9% | -10.2% | +28.1% | +20.8% |
| 1Y | +46.7% | +9.5% | +37.2% | +37.9% |
| 3Y | +851.3% | +280.8% | +570.5% | +402.4% |
| 5Y | +202.9% | +218.7% | -15.8% | +61.3% |
| All | +202.9% | +225.0% | -22.0% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling