+399.1%
CDE vs TW
+209.8%
+189.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -6.1% | -2.7% | -3.3% | -5.0% |
| 30D | +9.5% | -1.7% | +11.2% | +10.0% |
| 3M | +32.0% | +1.6% | +30.4% | +29.0% |
| 6M | -12.8% | -17.7% | +4.9% | -6.9% |
| YTD | +14.2% | -4.3% | +18.6% | +12.4% |
| 1Y | +36.3% | -13.1% | +49.4% | +40.5% |
| 3Y | +821.4% | +20.3% | +801.1% | +694.2% |
| 5Y | +194.3% | +22.0% | +172.3% | +143.1% |
| All | +399.1% | +209.8% | +189.3% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling