+202.9%
CDE vs TT
+143.3%
+59.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.9% |
| 7D | -2.0% | +1.4% | -3.4% | -2.8% |
| 30D | +15.7% | -6.7% | +22.4% | +20.3% |
| 3M | +30.5% | -5.4% | +35.9% | +34.7% |
| 6M | -7.4% | +4.4% | -11.8% | -9.1% |
| YTD | +17.9% | +14.9% | +3.0% | +10.4% |
| 1Y | +46.7% | +9.3% | +37.5% | +40.7% |
| 3Y | +851.3% | +121.7% | +729.6% | +545.3% |
| 5Y | +202.9% | +148.2% | +54.8% | +68.0% |
| All | +202.9% | +143.3% | +59.7% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling