+24.3%
BMY vs CDE
+196.4%
-172.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | -0.1% | +9.5% | -9.6% | -0.3% |
| 3M | +13.1% | +25.5% | -12.4% | +12.4% |
| 6M | +8.4% | -7.9% | +16.3% | +8.3% |
| YTD | +22.0% | +15.6% | +6.4% | +21.1% |
| 1Y | +40.3% | +34.0% | +6.2% | +38.2% |
| 3Y | +20.5% | +791.9% | -771.4% | +8.4% |
| All | +24.3% | +196.4% | -172.2% | +17.9% |
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