+56.1%
CDE vs MAR
+450.9%
-394.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +9.5% | -5.4% | +14.9% | +11.6% |
| 3M | +25.5% | -15.5% | +41.0% | +32.5% |
| 6M | -7.9% | +3.0% | -10.9% | -9.0% |
| YTD | +15.6% | +8.5% | +7.0% | +11.7% |
| 1Y | +34.0% | +26.0% | +8.1% | +22.6% |
| 3Y | +791.9% | +68.6% | +723.3% | +639.9% |
| 5Y | +197.7% | +157.4% | +40.4% | +117.4% |
| All | +56.1% | +450.9% | -394.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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