+34.0%
CDE vs MAR
+28.2%
+5.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | +9.5% | -5.4% | +14.9% | +10.9% |
| 3M | +25.5% | -15.5% | +41.0% | +30.2% |
| 6M | -7.9% | +3.0% | -10.9% | -8.5% |
| YTD | +15.6% | +8.5% | +7.0% | +14.4% |
| 1Y | +34.0% | +26.0% | +8.1% | +49.8% |
| All | +34.0% | +28.2% | +5.9% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling