+5.6%
CDE vs TXG
+406.9%
-401.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.4% | +5.3% | +7.5% |
| 7D | +1.1% | -19.3% | +20.4% | +8.6% |
| 30D | -14.5% | -30.9% | +16.4% | -4.1% |
| 3M | -10.1% | +41.1% | -51.1% | -24.1% |
| 6M | -16.9% | +211.9% | -228.7% | -46.3% |
| YTD | -18.1% | +314.0% | -332.1% | -49.5% |
| 1Y | +5.6% | +405.4% | -399.8% | -36.3% |
| All | +5.6% | +406.9% | -401.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling