+331.9%
CDE vs TXG
+27.0%
+304.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.2% |
| 7D | -3.1% | +9.5% | -12.6% | -5.7% |
| 30D | +9.5% | +18.8% | -9.3% | +4.2% |
| 3M | +25.5% | +136.1% | -110.6% | -2.1% |
| 6M | -7.9% | +235.2% | -243.1% | -35.5% |
| YTD | +15.6% | +320.5% | -305.0% | -23.9% |
| 1Y | +34.0% | +425.2% | -391.1% | -18.4% |
| 3Y | +791.9% | +42.9% | +749.0% | +616.0% |
| 5Y | +197.7% | -62.8% | +260.6% | +207.5% |
| All | +331.9% | +27.0% | +304.9% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling