-35.1%
TLT vs CDE
+193.0%
-228.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +2.0% | -1.1% |
| 7D | -1.6% | -6.1% | +4.5% | -1.4% |
| 30D | -1.3% | +9.5% | -10.8% | -1.6% |
| 3M | -3.7% | +32.0% | -35.7% | -4.5% |
| 6M | -6.4% | -12.8% | +6.4% | -6.3% |
| YTD | -4.5% | +14.2% | -18.7% | -5.3% |
| 1Y | -5.9% | +36.3% | -42.2% | -7.3% |
| 3Y | -2.8% | +821.4% | -824.2% | -12.0% |
| 5Y | -35.1% | +194.3% | -229.3% | -41.4% |
| All | -35.1% | +193.0% | -228.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling