+189.0%
CDE vs BTI
+118.0%
+71.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +9.5% | -1.1% | +10.5% | +9.7% |
| 3M | +25.5% | -8.8% | +34.3% | +29.4% |
| 6M | -7.9% | -4.0% | -3.9% | -7.9% |
| YTD | +15.6% | +0.4% | +15.2% | +12.7% |
| 1Y | +34.0% | +1.9% | +32.1% | +29.3% |
| 3Y | +791.9% | +108.5% | +683.4% | +428.3% |
| All | +189.0% | +118.0% | +71.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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