+136.4%
BAC vs CDE
+826.1%
-689.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +0.8% |
| 30D | -1.4% | +15.7% | -17.1% | -2.6% |
| 3M | +15.7% | +30.5% | -14.8% | +12.9% |
| 6M | +32.2% | -7.4% | +39.6% | +31.7% |
| YTD | +15.8% | +17.9% | -2.1% | +12.4% |
| 1Y | +27.3% | +46.7% | -19.4% | +20.3% |
| All | +136.4% | +826.1% | -689.7% | +77.3% |
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