-20.7%
TLT vs CDE
+61.6%
-82.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.6% |
| 30D | -1.1% | +9.5% | -10.6% | -1.3% |
| 3M | -4.9% | +25.5% | -30.3% | -5.3% |
| 6M | -5.0% | -7.9% | +2.9% | -5.1% |
| YTD | -4.4% | +15.6% | -19.9% | -4.9% |
| 1Y | -6.4% | +34.0% | -40.4% | -7.3% |
| 3Y | -2.0% | +791.9% | -793.9% | -7.2% |
| 5Y | -35.0% | +197.7% | -232.7% | -37.9% |
| All | -20.7% | +61.6% | -82.3% | -21.9% |
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