+781.5%
CDE vs BAX
-34.3%
+815.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.9% |
| 7D | -6.1% | -5.4% | -0.6% | -4.4% |
| 30D | +9.5% | -12.4% | +21.9% | +14.0% |
| 3M | +32.0% | +19.1% | +12.9% | +24.6% |
| 6M | -12.8% | +38.6% | -51.4% | -21.9% |
| YTD | +14.2% | +26.7% | -12.5% | +4.6% |
| 1Y | +36.3% | +1.0% | +35.3% | +31.9% |
| All | +781.5% | -34.3% | +815.8% | +845.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling