-89.5%
CDE vs BAX
+844.7%
-934.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | -2.0% | -5.1% | +3.1% | -1.0% |
| 30D | +15.7% | -12.2% | +27.9% | +18.5% |
| 3M | +30.5% | +21.8% | +8.7% | +25.6% |
| 6M | -7.4% | +36.3% | -43.7% | -12.8% |
| YTD | +17.9% | +27.8% | -9.9% | +12.1% |
| 1Y | +46.7% | -0.1% | +46.8% | +45.1% |
| 3Y | +851.3% | -33.3% | +884.6% | +893.5% |
| 5Y | +202.9% | -67.1% | +270.0% | +251.5% |
| 10Y | +58.2% | -36.9% | +95.1% | +73.1% |
| All | -89.5% | +844.7% | -934.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling