+405.0%
CDE vs TW
+206.7%
+198.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -3.1% | -4.5% | +1.4% | -1.2% |
| 30D | +9.5% | -2.3% | +11.7% | +10.2% |
| 3M | +25.5% | +2.6% | +22.9% | +22.1% |
| 6M | -7.9% | -17.5% | +9.6% | -1.8% |
| YTD | +15.6% | -5.3% | +20.9% | +14.2% |
| 1Y | +34.0% | -14.8% | +48.8% | +39.3% |
| 3Y | +791.9% | +18.8% | +773.1% | +672.7% |
| 5Y | +197.7% | +20.7% | +177.0% | +147.0% |
| All | +405.0% | +206.7% | +198.3% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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