+54.3%
CDE vs TT
+954.8%
-900.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.6% |
| 7D | -6.1% | -1.0% | -5.1% | -5.6% |
| 30D | +9.5% | -8.9% | +18.4% | +14.7% |
| 3M | +32.0% | -1.8% | +33.8% | +33.2% |
| 6M | -12.8% | +1.9% | -14.7% | -13.1% |
| YTD | +14.2% | +13.8% | +0.4% | +7.9% |
| 1Y | +36.3% | +6.1% | +30.2% | +32.9% |
| 3Y | +821.4% | +119.6% | +701.8% | +537.1% |
| 5Y | +194.3% | +145.9% | +48.4% | +87.3% |
| All | +54.3% | +954.8% | -900.5% | -40.9% |
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