+51.6%
CDE vs TT
+725.1%
-673.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | -9.6% | +4.0% | -13.7% | -11.5% |
| 30D | -6.7% | -11.3% | +4.6% | -0.6% |
| 3M | -24.2% | -12.3% | -11.9% | -18.9% |
| 6M | -29.1% | -10.8% | -18.3% | -24.6% |
| YTD | -21.5% | +8.2% | -29.7% | -23.8% |
| 1Y | -7.4% | +1.5% | -8.8% | -7.2% |
| 3Y | +596.3% | +91.5% | +504.8% | +414.2% |
| 5Y | +95.7% | +130.2% | -34.5% | +28.4% |
| All | +51.6% | +725.1% | -673.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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