+55.1%
CDE vs TYL
+183.3%
-128.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.8% |
| 30D | -12.1% | +22.1% | -34.2% | -19.3% |
| 3M | -23.9% | +33.4% | -57.3% | -33.1% |
| 6M | -29.0% | +36.8% | -65.8% | -39.5% |
| YTD | -19.7% | -6.7% | -13.0% | -19.8% |
| 1Y | -8.4% | -9.2% | +0.8% | -7.5% |
| 3Y | +578.5% | +1.2% | +577.3% | +537.6% |
| 5Y | +100.2% | -23.0% | +123.2% | +109.0% |
| All | +55.1% | +183.3% | -128.2% | +50.9% |
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