-11.9%
BA vs CDE
-12.1%
+0.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -1.1% | -9.6% | +8.5% | +0.3% |
| 30D | -7.1% | -6.7% | -0.5% | -6.5% |
| 3M | -25.5% | -24.2% | -1.3% | -22.8% |
| 6M | -28.7% | -29.1% | +0.4% | -26.2% |
| YTD | -21.0% | -21.5% | +0.5% | -19.0% |
| 1Y | -11.9% | -7.4% | -4.5% | -10.2% |
| All | -11.9% | -12.1% | +0.2% | -10.2% |
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