+1,460.9%
BA vs CDE
-91.9%
+1,552.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -1.0% |
| 7D | -1.7% | +23.5% | -25.2% | -3.1% |
| 30D | -9.5% | -4.0% | -5.5% | -9.3% |
| 3M | -26.5% | -5.4% | -21.1% | -26.4% |
| 6M | -27.4% | -11.3% | -16.1% | -27.2% |
| YTD | -20.6% | -7.6% | -13.0% | -21.1% |
| 1Y | -11.4% | +12.1% | -23.5% | -13.1% |
| 3Y | -10.8% | +652.0% | -662.8% | -23.4% |
| 5Y | -21.9% | +137.3% | -159.2% | -30.0% |
| 10Y | +28.1% | +50.3% | -22.1% | +11.8% |
| All | +1,460.9% | -91.9% | +1,552.8% | +1,229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling