+56.1%
CDE vs TSEM
+1,313.0%
-1,256.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -3.1% | -4.9% | +1.8% | -1.6% |
| 30D | +9.5% | -18.7% | +28.2% | +16.0% |
| 3M | +25.5% | -18.1% | +43.6% | +29.4% |
| 6M | -7.9% | +77.1% | -85.0% | -28.3% |
| YTD | +15.6% | +80.1% | -64.6% | -11.5% |
| 1Y | +34.0% | +220.4% | -186.3% | -15.9% |
| 3Y | +791.9% | +650.1% | +141.8% | +310.7% |
| 5Y | +197.7% | +628.9% | -431.1% | +33.2% |
| All | +56.1% | +1,313.0% | -1,256.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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