+189.0%
CDE vs TXT
+14.1%
+174.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | -0.3% |
| 7D | -3.1% | +2.5% | -5.6% | -4.6% |
| 30D | +9.5% | -8.9% | +18.3% | +15.9% |
| 3M | +25.5% | -13.6% | +39.0% | +37.2% |
| 6M | -7.9% | -13.1% | +5.2% | +0.6% |
| YTD | +15.6% | -7.0% | +22.6% | +20.3% |
| 1Y | +34.0% | -1.4% | +35.4% | +34.5% |
| 3Y | +791.9% | +7.0% | +785.0% | +721.5% |
| All | +189.0% | +14.1% | +174.8% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling