+194.3%
CDE vs BBWI
-69.5%
+263.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.8% |
| 7D | -6.1% | -8.0% | +2.0% | -4.5% |
| 30D | +9.5% | -6.6% | +16.1% | +10.3% |
| 3M | +32.0% | -2.7% | +34.7% | +31.3% |
| 6M | -12.8% | -12.8% | 0.0% | -11.7% |
| YTD | +14.2% | -10.5% | +24.7% | +14.1% |
| 1Y | +36.3% | -35.3% | +71.6% | +44.9% |
| 3Y | +821.4% | -47.7% | +869.1% | +897.6% |
| 5Y | +194.3% | -68.9% | +263.1% | +265.9% |
| All | +194.3% | -69.5% | +263.7% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling