+137.3%
CDE vs TYL
-22.8%
+160.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | +23.5% | +3.5% | +20.0% | +22.0% |
| 30D | -4.0% | +26.9% | -30.9% | -12.4% |
| 3M | -5.4% | +33.8% | -39.2% | -15.9% |
| 6M | -11.3% | +28.8% | -40.1% | -21.4% |
| YTD | -7.6% | -7.9% | +0.2% | -5.4% |
| 1Y | +12.1% | -9.8% | +21.9% | +15.8% |
| 3Y | +652.0% | +1.2% | +650.8% | +611.9% |
| 5Y | +137.3% | -22.8% | +160.1% | +154.5% |
| All | +137.3% | -22.8% | +160.1% | +154.5% |
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