+4.2%
CDE vs MAS
+34.7%
-30.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.3% |
| 3M | -1.2% | +9.8% | -11.0% | -6.5% |
| 6M | -17.4% | +15.8% | -33.2% | -24.6% |
| YTD | -13.1% | +31.8% | -45.0% | -29.3% |
| All | +4.2% | +34.7% | -30.6% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling