-89.7%
CDE vs BBWI
+999.2%
-1,088.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.2% |
| 7D | +2.3% | +1.6% | +0.7% | +2.0% |
| 30D | +18.8% | -6.2% | +25.0% | +19.6% |
| 3M | +23.5% | +4.3% | +19.1% | +21.6% |
| 6M | -8.6% | -7.2% | -1.5% | -8.7% |
| YTD | +16.0% | -3.0% | +19.0% | +14.4% |
| 1Y | +42.1% | -30.8% | +72.8% | +47.4% |
| 3Y | +835.9% | -43.4% | +879.3% | +883.7% |
| 5Y | +197.6% | -66.7% | +264.3% | +232.1% |
| 10Y | +39.6% | -55.7% | +95.2% | +32.0% |
| All | -89.7% | +999.2% | -1,088.8% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling