+99.7%
CDE vs MAS
+39.9%
+59.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.4% |
| 7D | -9.6% | +3.0% | -12.6% | -10.8% |
| 30D | -6.7% | +22.4% | -29.1% | -15.8% |
| 3M | -24.2% | +14.5% | -38.7% | -29.3% |
| 6M | -29.1% | +27.1% | -56.2% | -37.3% |
| YTD | -21.5% | +35.8% | -57.3% | -33.5% |
| 1Y | -7.4% | +39.4% | -46.8% | -22.5% |
| 3Y | +596.3% | +60.3% | +536.0% | +436.1% |
| All | +99.7% | +39.9% | +59.8% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling