+40.2%
CDE vs TTMI
+497.9%
-457.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.6% | +2.5% |
| 7D | -2.0% | +7.5% | -9.4% | -3.7% |
| 30D | +15.7% | -4.5% | +20.2% | +16.1% |
| 3M | +30.5% | -28.5% | +59.1% | +38.1% |
| 6M | -7.4% | +28.4% | -35.7% | -14.4% |
| YTD | +17.9% | +80.1% | -62.2% | 0.0% |
| 1Y | +46.7% | +161.0% | -114.3% | +13.9% |
| 3Y | +851.3% | +862.4% | -11.1% | +445.9% |
| 5Y | +202.9% | +812.9% | -610.0% | +74.8% |
| 10Y | +58.2% | +1,094.7% | -1,036.5% | -16.3% |
| All | +40.2% | +497.9% | -457.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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