+109.3%
CDE vs TPR
+238.0%
-128.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | +3.1% | +6.4% | -3.3% | +0.3% |
| 30D | -10.3% | +13.8% | -24.1% | -15.1% |
| 3M | -19.1% | -16.6% | -2.5% | -13.7% |
| 6M | -24.0% | +0.7% | -24.7% | -25.6% |
| YTD | -15.6% | +5.3% | -20.9% | -19.3% |
| 1Y | -1.1% | +32.4% | -33.4% | -14.2% |
| 3Y | +613.1% | +406.4% | +206.7% | +228.2% |
| 5Y | +109.3% | +227.9% | -118.6% | +5.4% |
| All | +109.3% | +238.0% | -128.7% | +5.4% |
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