+1,821.9%
BA vs CDE
-89.5%
+1,911.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +1.2% | +0.5% | +0.6% | +1.1% |
| 30D | -11.6% | +21.9% | -33.5% | -12.9% |
| 3M | -2.4% | +14.9% | -17.3% | -3.5% |
| 6M | -6.6% | -10.5% | +3.9% | -6.5% |
| YTD | -2.2% | +19.3% | -21.5% | -4.2% |
| 1Y | -8.0% | +50.8% | -58.8% | -11.6% |
| 3Y | -5.0% | +782.3% | -787.3% | -19.3% |
| 5Y | -2.7% | +191.7% | -194.4% | -13.9% |
| 10Y | +75.9% | +57.6% | +18.3% | +52.1% |
| All | +1,821.9% | -89.5% | +1,911.4% | +1,513.8% |
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