-82.9%
CDE vs MAR
+2,439.3%
-2,522.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.9% |
| 7D | +2.3% | -1.7% | +4.0% | +2.9% |
| 30D | +18.8% | -6.9% | +25.7% | +21.8% |
| 3M | +23.5% | -15.8% | +39.3% | +31.0% |
| 6M | -8.6% | +1.9% | -10.6% | -9.5% |
| YTD | +16.0% | +6.6% | +9.4% | +12.7% |
| 1Y | +42.1% | +23.7% | +18.4% | +30.2% |
| 3Y | +835.9% | +64.6% | +771.3% | +674.9% |
| 5Y | +197.6% | +156.4% | +41.2% | +109.3% |
| 10Y | +39.6% | +415.4% | -375.8% | -29.4% |
| All | -82.9% | +2,439.3% | -2,522.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling