+38.7%
CDE vs MAS
+214.9%
-176.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.3% | +6.5% |
| 7D | +18.1% | +2.4% | +15.7% | +16.7% |
| 30D | -6.2% | +19.8% | -26.1% | -14.8% |
| 3M | -1.2% | +9.8% | -11.0% | -6.1% |
| 6M | -17.4% | +15.8% | -33.2% | -23.9% |
| YTD | -13.1% | +31.8% | -45.0% | -25.6% |
| 1Y | +7.3% | +35.4% | -28.1% | -9.5% |
| 3Y | +522.0% | +59.2% | +462.8% | +375.4% |
| 5Y | +123.2% | +41.2% | +81.9% | +75.4% |
| All | +38.7% | +214.9% | -176.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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