+2.8%
CDE vs MARA
-78.5%
+81.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -3.0% |
| 7D | -6.1% | -1.5% | -4.6% | -6.0% |
| 30D | +9.5% | +18.1% | -8.6% | +8.6% |
| 3M | +32.0% | -9.4% | +41.4% | +32.3% |
| 6M | -12.8% | +33.4% | -46.2% | -14.1% |
| YTD | +14.2% | +27.3% | -13.1% | +12.6% |
| 1Y | +36.3% | -27.9% | +64.2% | +37.2% |
| 3Y | +821.4% | +4.8% | +816.6% | +791.0% |
| 5Y | +194.3% | -68.0% | +262.3% | +184.4% |
| 10Y | +53.2% | -74.7% | +127.9% | +33.8% |
| All | +2.8% | -78.5% | +81.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling