+52.9%
CDE vs MAS
+219.2%
-166.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.7% | -6.4% |
| 7D | +14.0% | +3.6% | +10.4% | +12.2% |
| 30D | -10.7% | +23.8% | -34.6% | -20.2% |
| 3M | -15.8% | +14.4% | -30.2% | -21.5% |
| 6M | -17.5% | +19.7% | -37.3% | -25.3% |
| YTD | -14.1% | +36.0% | -50.1% | -27.6% |
| 1Y | +2.9% | +40.4% | -37.4% | -14.6% |
| 3Y | +625.5% | +58.9% | +566.5% | +454.9% |
| 5Y | +117.1% | +44.5% | +72.6% | +68.8% |
| 10Y | +52.9% | +214.8% | -161.8% | -25.4% |
| All | +52.9% | +219.2% | -166.3% | -25.4% |
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