+34.0%
CDE vs TXT
0.0%
+34.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | -0.4% |
| 7D | -3.1% | +2.5% | -5.6% | -4.7% |
| 30D | +9.5% | -8.9% | +18.3% | +16.6% |
| 3M | +25.5% | -13.6% | +39.0% | +38.4% |
| 6M | -7.9% | -13.1% | +5.2% | +0.9% |
| YTD | +15.6% | -7.0% | +22.6% | +19.0% |
| 1Y | +34.0% | -1.4% | +35.4% | +31.8% |
| All | +34.0% | 0.0% | +34.0% | +31.8% |
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