+26.8%
BA vs CDE
+52.0%
-25.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.4% | +3.1% | -4.5% | -1.9% |
| 30D | -7.9% | -10.3% | +2.4% | -6.8% |
| 3M | -25.2% | -19.1% | -6.1% | -23.4% |
| 6M | -26.7% | -24.0% | -2.7% | -24.8% |
| YTD | -19.6% | -15.6% | -4.0% | -19.9% |
| 1Y | -10.6% | -1.1% | -9.5% | -13.2% |
| 3Y | -11.2% | +613.1% | -624.4% | -39.1% |
| 5Y | -20.4% | +109.3% | -129.7% | -38.4% |
| 10Y | +26.8% | +64.4% | -37.7% | -15.4% |
| All | +26.8% | +52.0% | -25.2% | -15.4% |
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 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