+197.6%
CDE vs TYL
-28.2%
+225.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -1.1% |
| 7D | +2.3% | -7.6% | +9.9% | +5.3% |
| 30D | +18.8% | +11.3% | +7.5% | +13.9% |
| 3M | +23.5% | +14.5% | +9.0% | +15.4% |
| 6M | -8.6% | -7.1% | -1.5% | -7.6% |
| YTD | +16.0% | -23.4% | +39.4% | +27.9% |
| 1Y | +42.1% | -38.6% | +80.6% | +74.5% |
| 3Y | +835.9% | -11.3% | +847.2% | +826.3% |
| 5Y | +197.6% | -28.0% | +225.6% | +228.7% |
| All | +197.6% | -28.2% | +225.8% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling