+34.0%
CDE vs BAH
-24.0%
+58.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -3.1% | +4.3% | -7.4% | -3.4% |
| 30D | +9.5% | -2.5% | +11.9% | +9.7% |
| 3M | +25.5% | -0.9% | +26.4% | +26.1% |
| 6M | -7.9% | +1.5% | -9.4% | -8.7% |
| YTD | +15.6% | -8.0% | +23.5% | +17.2% |
| 1Y | +34.0% | -24.7% | +58.8% | +34.2% |
| All | +34.0% | -24.0% | +58.1% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling