+75.6%
BAC vs CDE
+193.0%
-117.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | +0.1% |
| 7D | -0.3% | -6.1% | +5.8% | +0.3% |
| 30D | -1.8% | +9.5% | -11.2% | -2.7% |
| 3M | +15.3% | +32.0% | -16.7% | +11.9% |
| 6M | +30.2% | -12.8% | +43.0% | +30.3% |
| YTD | +15.6% | +14.2% | +1.4% | +12.0% |
| 1Y | +27.5% | +36.3% | -8.8% | +20.5% |
| 3Y | +137.0% | +821.4% | -684.4% | +75.2% |
| 5Y | +75.6% | +194.3% | -118.7% | +39.2% |
| All | +75.6% | +193.0% | -117.4% | +39.2% |
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