-8.0%
BA vs CDE
+54.5%
-62.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | -11.6% | +21.9% | -33.5% | -14.3% |
| 3M | -2.4% | +14.9% | -17.3% | -5.2% |
| 6M | -6.6% | -10.5% | +3.9% | -8.4% |
| YTD | -2.2% | +19.3% | -21.5% | -5.9% |
| 1Y | -8.0% | +50.8% | -58.8% | -11.2% |
| All | -8.0% | +54.5% | -62.6% | -11.2% |
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