+5.6%
CDE vs BBWI
+2.4%
+3.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.1% | +4.6% | +8.3% |
| 7D | +1.1% | +8.8% | -7.7% | +0.2% |
| 30D | -14.5% | +34.8% | -49.3% | -17.3% |
| 3M | -10.1% | +12.9% | -23.0% | -11.0% |
| 6M | -16.9% | +29.6% | -46.5% | -20.1% |
| YTD | -18.1% | +20.8% | -38.9% | -20.5% |
| 1Y | +5.6% | +4.1% | +1.5% | +5.3% |
| All | +5.6% | +2.4% | +3.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling