+5.6%
CDE vs TXT
+9.2%
-3.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.3% | +10.0% | +9.4% |
| 7D | +1.1% | +10.6% | -9.5% | -5.0% |
| 30D | -14.5% | +14.4% | -28.9% | -21.6% |
| 3M | -10.1% | -2.7% | -7.3% | -7.6% |
| 6M | -16.9% | -4.7% | -12.2% | -13.5% |
| YTD | -18.1% | -0.5% | -17.6% | -21.1% |
| 1Y | +5.6% | +8.7% | -3.1% | -7.5% |
| All | +5.6% | +9.2% | -3.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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