-89.2%
CDE vs TSEM
+8.4%
-97.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -2.0% | +4.7% | -6.7% | -2.6% |
| 30D | +15.7% | -14.2% | +29.9% | +17.9% |
| 3M | +30.5% | -5.0% | +35.6% | +30.0% |
| 6M | -7.4% | +87.6% | -95.0% | -16.6% |
| YTD | +17.9% | +84.4% | -66.5% | +6.1% |
| 1Y | +46.7% | +235.4% | -188.7% | +21.8% |
| 3Y | +851.3% | +668.0% | +183.3% | +606.1% |
| 5Y | +202.9% | +644.7% | -441.8% | +123.3% |
| 10Y | +58.2% | +1,326.7% | -1,268.5% | +6.7% |
| All | -89.2% | +8.4% | -97.6% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling