-89.7%
CDE vs TXT
+2,083.0%
-2,172.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +18.8% | -11.1% | +29.9% | +23.0% |
| 3M | +23.5% | -13.0% | +36.5% | +28.7% |
| 6M | -8.6% | -16.2% | +7.6% | -3.5% |
| YTD | +16.0% | -8.7% | +24.7% | +19.3% |
| 1Y | +42.1% | -3.8% | +45.8% | +43.9% |
| 3Y | +835.9% | +5.5% | +830.4% | +820.2% |
| 5Y | +197.6% | +12.3% | +185.3% | +187.0% |
| 10Y | +39.6% | +97.4% | -57.8% | +8.3% |
| All | -89.7% | +2,083.0% | -2,172.6% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling