-2.6%
BA vs CDE
+193.0%
-195.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.3% |
| 7D | -2.7% | -6.1% | +3.3% | -1.8% |
| 30D | -12.2% | +9.5% | -21.7% | -13.6% |
| 3M | -2.0% | +32.0% | -34.0% | -6.7% |
| 6M | -6.0% | -12.8% | +6.8% | -5.6% |
| YTD | -5.7% | +14.2% | -19.9% | -9.9% |
| 1Y | -10.0% | +36.3% | -46.3% | -17.4% |
| 3Y | -3.1% | +821.4% | -824.5% | -38.1% |
| 5Y | -2.6% | +194.3% | -196.9% | -28.1% |
| All | -2.6% | +193.0% | -195.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling