+596.3%
CDE vs BAH
-26.8%
+623.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -9.6% | +1.7% | -11.3% | -9.8% |
| 30D | -6.7% | +20.8% | -27.5% | -8.6% |
| 3M | -24.2% | +11.6% | -35.8% | -25.2% |
| 6M | -29.1% | +23.1% | -52.2% | -30.8% |
| YTD | -21.5% | +5.3% | -26.8% | -22.1% |
| 1Y | -7.4% | +6.1% | -13.5% | -8.3% |
| 3Y | +596.3% | -27.5% | +623.8% | +575.3% |
| All | +596.3% | -26.8% | +623.1% | +575.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling