-10.6%
BA vs CDE
+0.7%
-11.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +0.8% |
| 7D | +5.9% | +1.1% | +4.8% | +5.6% |
| 30D | -8.2% | -14.5% | +6.3% | -6.0% |
| 3M | -25.4% | -10.1% | -15.3% | -24.8% |
| 6M | -20.0% | -16.9% | -3.1% | -18.8% |
| YTD | -18.5% | -18.1% | -0.3% | -16.8% |
| 1Y | -10.6% | +5.6% | -16.2% | -10.5% |
| All | -10.6% | +0.7% | -11.4% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling