-89.5%
CDE vs TSN
+896.6%
-986.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.9% |
| 7D | -2.0% | -7.3% | +5.3% | -0.4% |
| 30D | +15.7% | -8.6% | +24.3% | +17.9% |
| 3M | +30.5% | -7.5% | +38.0% | +32.4% |
| 6M | -7.4% | -14.1% | +6.7% | -4.8% |
| YTD | +17.9% | -9.4% | +27.3% | +19.9% |
| 1Y | +46.7% | -4.1% | +50.8% | +47.0% |
| 3Y | +851.3% | +10.3% | +841.0% | +813.3% |
| 5Y | +202.9% | -19.7% | +222.7% | +211.3% |
| 10Y | +58.2% | -7.0% | +65.2% | +54.2% |
| All | -89.5% | +896.6% | -986.1% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling