+70.3%
T vs CDE
+61.6%
+8.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +1.5% | -3.1% | +4.6% | +1.6% |
| 30D | +7.5% | +9.5% | -2.0% | +6.9% |
| 3M | +14.8% | +25.5% | -10.7% | +13.2% |
| 6M | -1.7% | -7.9% | +6.2% | -2.0% |
| YTD | +8.7% | +15.6% | -6.9% | +6.6% |
| 1Y | -7.5% | +34.0% | -41.5% | -10.5% |
| 3Y | +110.2% | +791.9% | -681.7% | +75.5% |
| 5Y | +71.6% | +197.7% | -126.1% | +49.7% |
| All | +70.3% | +61.6% | +8.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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