-65.5%
CDE vs BB
+266.8%
-332.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.0% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +18.8% | -12.4% | +31.2% | +20.6% |
| 3M | +23.5% | -15.3% | +38.8% | +25.5% |
| 6M | -8.6% | +128.8% | -137.4% | -18.6% |
| YTD | +16.0% | +107.7% | -91.6% | +4.7% |
| 1Y | +42.1% | +103.9% | -61.8% | +28.1% |
| 3Y | +835.9% | +72.6% | +763.3% | +744.5% |
| 5Y | +197.6% | -24.3% | +221.9% | +188.0% |
| 10Y | +39.6% | +3.1% | +36.4% | +18.5% |
| All | -65.5% | +266.8% | -332.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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