+56.1%
CDE vs TYL
+101.5%
-45.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -3.1% | -7.5% | +4.4% | 0.0% |
| 30D | +9.5% | +6.0% | +3.5% | +6.7% |
| 3M | +25.5% | +13.9% | +11.5% | +16.8% |
| 6M | -7.9% | -3.3% | -4.6% | -9.4% |
| YTD | +15.6% | -25.8% | +41.4% | +27.8% |
| 1Y | +34.0% | -39.2% | +73.3% | +62.7% |
| 3Y | +791.9% | -13.2% | +805.1% | +789.6% |
| 5Y | +197.7% | -28.6% | +226.4% | +220.0% |
| All | +56.1% | +101.5% | -45.4% | +59.6% |
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