-2.2%
BA vs CDE
+826.1%
-828.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.3% |
| 7D | -1.2% | -2.0% | +0.8% | -0.9% |
| 30D | -11.3% | +15.7% | -27.0% | -13.3% |
| 3M | -3.8% | +30.5% | -34.3% | -7.8% |
| 6M | -8.3% | -7.4% | -0.9% | -8.9% |
| YTD | -4.9% | +17.9% | -22.8% | -9.0% |
| 1Y | -10.1% | +46.7% | -56.8% | -17.3% |
| All | -2.2% | +826.1% | -828.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling