+64.4%
CDE vs TYL
+185.3%
-120.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +3.1% | +0.5% | +2.5% | +2.8% |
| 30D | -10.3% | +25.2% | -35.5% | -18.5% |
| 3M | -19.1% | +31.8% | -50.9% | -28.5% |
| 6M | -24.0% | +36.3% | -60.3% | -35.1% |
| YTD | -15.6% | -6.3% | -9.3% | -15.9% |
| 1Y | -1.1% | -9.5% | +8.4% | 0.0% |
| 3Y | +613.1% | +1.6% | +611.5% | +569.0% |
| 5Y | +109.3% | -21.8% | +131.0% | +116.9% |
| 10Y | +64.4% | +183.3% | -118.8% | +60.4% |
| All | +64.4% | +185.3% | -120.8% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling