+56.1%
CDE vs BAX
-38.1%
+94.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | -3.1% | -7.9% | +4.8% | +0.2% |
| 30D | +9.5% | -11.7% | +21.1% | +15.1% |
| 3M | +25.5% | +16.2% | +9.3% | +17.0% |
| 6M | -7.9% | +32.0% | -39.9% | -18.9% |
| YTD | +15.6% | +24.7% | -9.2% | +3.0% |
| 1Y | +34.0% | -2.6% | +36.7% | +31.5% |
| 3Y | +791.9% | -35.0% | +826.9% | +898.1% |
| 5Y | +197.7% | -67.6% | +265.3% | +370.3% |
| All | +56.1% | -38.1% | +94.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling