+810.1%
CDE vs TXT
+5.5%
+804.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.5% |
| 30D | +15.7% | -10.4% | +26.1% | +24.0% |
| 3M | +30.5% | -14.3% | +44.9% | +43.9% |
| 6M | -7.4% | -15.1% | +7.7% | +2.7% |
| YTD | +17.9% | -8.3% | +26.2% | +23.9% |
| 1Y | +46.7% | -0.7% | +47.4% | +46.8% |
| All | +810.1% | +5.5% | +804.6% | +694.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling