+22.6%
BAC vs CDE
+95.5%
-72.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +3.2% | -9.6% | +12.9% | +4.1% |
| 30D | -0.7% | -6.7% | +6.0% | -0.3% |
| 3M | -20.0% | -24.2% | +4.2% | -18.3% |
| 6M | +3.4% | -29.1% | +32.5% | +5.6% |
| YTD | -5.7% | -21.5% | +15.8% | -5.8% |
| 1Y | -1.4% | -7.4% | +5.9% | -3.1% |
| 3Y | +97.9% | +596.3% | -498.4% | +49.5% |
| All | +22.6% | +95.5% | -72.9% | -1.1% |
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