+810.1%
CDE vs TT
+120.7%
+689.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.9% |
| 7D | -2.0% | +1.4% | -3.4% | -2.9% |
| 30D | +15.7% | -6.7% | +22.4% | +20.9% |
| 3M | +30.5% | -5.4% | +35.9% | +35.2% |
| 6M | -7.4% | +4.4% | -11.8% | -9.4% |
| YTD | +17.9% | +14.9% | +3.0% | +9.8% |
| 1Y | +46.7% | +9.3% | +37.5% | +40.3% |
| All | +810.1% | +120.7% | +689.4% | +571.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling