-26.7%
BA vs CDE
-20.9%
-5.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -1.4% | +3.1% | -4.5% | -2.2% |
| 30D | -7.9% | -10.3% | +2.4% | -6.1% |
| 3M | -25.2% | -19.1% | -6.1% | -22.6% |
| 6M | -26.7% | -24.0% | -2.7% | -24.0% |
| All | -26.7% | -20.9% | -5.8% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling