+14.6%
CDE vs TPR
+8,066.7%
-8,052.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +3.1% | +6.4% | -3.3% | +1.2% |
| 30D | -10.3% | +13.8% | -24.1% | -13.7% |
| 3M | -19.1% | -16.6% | -2.5% | -15.4% |
| 6M | -24.0% | +0.7% | -24.7% | -24.9% |
| YTD | -15.6% | +5.3% | -20.9% | -17.9% |
| 1Y | -1.1% | +32.4% | -33.4% | -9.8% |
| 3Y | +613.1% | +406.4% | +206.7% | +337.0% |
| 5Y | +109.3% | +227.9% | -118.6% | +40.9% |
| 10Y | +64.4% | +371.7% | -307.3% | -11.0% |
| All | +14.6% | +8,066.7% | -8,052.1% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling