-89.5%
CDE vs BTI
+5,940.0%
-6,029.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -2.0% | -2.4% | +0.5% | -1.3% |
| 30D | +15.7% | -4.8% | +20.5% | +17.0% |
| 3M | +30.5% | -8.1% | +38.6% | +32.5% |
| 6M | -7.4% | -4.2% | -3.2% | -7.0% |
| YTD | +17.9% | -1.3% | +19.2% | +17.4% |
| 1Y | +46.7% | +2.1% | +44.6% | +44.5% |
| 3Y | +851.3% | +108.9% | +742.4% | +671.7% |
| 5Y | +202.9% | +114.5% | +88.5% | +146.0% |
| 10Y | +58.2% | +72.2% | -14.1% | +32.5% |
| All | -89.5% | +5,940.0% | -6,029.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling