+1,376.8%
BAC vs CDE
-89.5%
+1,466.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | -0.4% | +21.9% | -22.3% | -2.0% |
| 3M | +16.9% | +14.9% | +2.0% | +15.2% |
| 6M | +26.6% | -10.5% | +37.1% | +26.5% |
| YTD | +15.8% | +19.3% | -3.5% | +12.8% |
| 1Y | +27.2% | +50.8% | -23.6% | +21.1% |
| 3Y | +132.4% | +782.3% | -649.9% | +89.7% |
| 5Y | +72.6% | +191.7% | -119.1% | +48.1% |
| 10Y | +389.7% | +57.6% | +332.1% | +305.2% |
| All | +1,376.8% | -89.5% | +1,466.3% | +1,002.8% |
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