+56.1%
CDE vs BRO
+294.2%
-238.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -3.1% | -7.3% | +4.2% | -0.3% |
| 30D | +9.5% | -6.9% | +16.3% | +12.2% |
| 3M | +25.5% | +10.7% | +14.8% | +18.7% |
| 6M | -7.9% | -2.7% | -5.2% | -8.8% |
| YTD | +15.6% | -16.3% | +31.9% | +21.8% |
| 1Y | +34.0% | -29.1% | +63.1% | +51.6% |
| 3Y | +791.9% | -7.8% | +799.7% | +751.3% |
| 5Y | +197.7% | +18.7% | +179.0% | +132.5% |
| All | +56.1% | +294.2% | -238.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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