+835.9%
CDE vs TYL
-10.9%
+846.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.7% |
| 7D | +2.3% | -7.6% | +9.9% | +4.1% |
| 30D | +18.8% | +11.3% | +7.5% | +16.0% |
| 3M | +23.5% | +14.5% | +9.0% | +18.8% |
| 6M | -8.6% | -7.1% | -1.5% | -6.1% |
| YTD | +16.0% | -23.4% | +39.4% | +27.8% |
| 1Y | +42.1% | -38.6% | +80.6% | +71.5% |
| 3Y | +835.9% | -11.3% | +847.2% | +930.2% |
| All | +835.9% | -10.9% | +846.7% | +930.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling