+129.9%
TLT vs CDE
+30.6%
+99.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | 0.0% | +15.7% | -15.7% | 0.0% |
| 3M | -2.9% | +30.5% | -33.4% | -2.8% |
| 6M | -6.3% | -7.4% | +1.1% | -6.3% |
| YTD | -3.3% | +17.9% | -21.3% | -3.2% |
| 1Y | -4.2% | +46.7% | -50.9% | -4.0% |
| 3Y | -1.7% | +851.3% | -853.0% | -0.6% |
| 5Y | -34.9% | +202.9% | -237.8% | -34.6% |
| 10Y | -19.8% | +58.2% | -78.0% | -19.1% |
| All | +129.9% | +30.6% | +99.3% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling