-89.5%
CDE vs BWA
+3,371.1%
-3,460.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +15.7% | -5.6% | +21.3% | +17.9% |
| 3M | +30.5% | -10.7% | +41.2% | +36.3% |
| 6M | -7.4% | +23.2% | -30.6% | -13.5% |
| YTD | +17.9% | +46.0% | -28.1% | +2.2% |
| 1Y | +46.7% | +51.2% | -4.5% | +25.3% |
| 3Y | +851.3% | +69.6% | +781.7% | +671.4% |
| 5Y | +202.9% | +86.6% | +116.3% | +133.2% |
| 10Y | +58.2% | +152.3% | -94.1% | +2.6% |
| All | -89.5% | +3,371.1% | -3,460.6% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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