+5.6%
CDE vs BP
+35.3%
-29.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.2% | +12.9% | +7.8% |
| 7D | +1.1% | -8.4% | +9.5% | -0.6% |
| 30D | -14.5% | +2.2% | -16.7% | -14.4% |
| 3M | -10.1% | +8.8% | -18.8% | -8.5% |
| 6M | -16.9% | -0.5% | -16.4% | -16.5% |
| YTD | -18.1% | +36.2% | -54.3% | -22.2% |
| 1Y | +5.6% | +36.6% | -30.9% | +0.4% |
| All | +5.6% | +35.3% | -29.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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