+56.1%
CDE vs MARA
-74.3%
+130.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +0.8% |
| 7D | -3.1% | +5.9% | -9.0% | -3.6% |
| 30D | +9.5% | +24.3% | -14.8% | +7.6% |
| 3M | +25.5% | -12.0% | +37.5% | +26.2% |
| 6M | -7.9% | +40.1% | -48.0% | -10.6% |
| YTD | +15.6% | +33.4% | -17.9% | +12.4% |
| 1Y | +34.0% | -23.7% | +57.8% | +34.9% |
| 3Y | +791.9% | +19.0% | +772.9% | +731.5% |
| 5Y | +197.7% | -66.5% | +264.2% | +178.2% |
| All | +56.1% | -74.3% | +130.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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