+56.1%
CDE vs BP
+137.7%
-81.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -3.1% | +5.2% | -8.3% | -5.7% |
| 30D | +9.5% | +8.7% | +0.8% | +4.4% |
| 3M | +25.5% | +9.3% | +16.1% | +17.9% |
| 6M | -7.9% | +13.6% | -21.5% | -16.9% |
| YTD | +15.6% | +37.7% | -22.1% | -7.2% |
| 1Y | +34.0% | +40.6% | -6.6% | +5.7% |
| 3Y | +791.9% | +40.3% | +751.6% | +600.4% |
| 5Y | +197.7% | +141.4% | +56.3% | +70.5% |
| All | +56.1% | +137.7% | -81.6% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling