+56.1%
CDE vs TSN
-4.9%
+61.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | -3.1% | +3.0% | -6.1% | -4.3% |
| 30D | +9.5% | -4.2% | +13.7% | +11.0% |
| 3M | +25.5% | -3.9% | +29.4% | +26.6% |
| 6M | -7.9% | -9.8% | +1.9% | -5.3% |
| YTD | +15.6% | -7.3% | +22.8% | +17.6% |
| 1Y | +34.0% | -2.2% | +36.3% | +33.0% |
| 3Y | +791.9% | +11.9% | +780.0% | +710.6% |
| 5Y | +197.7% | -16.9% | +214.7% | +206.6% |
| All | +56.1% | -4.9% | +61.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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