-10.5%
CDE vs MAS
+7.5%
-18.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -3.1% |
| 7D | +0.5% | -0.8% | +1.3% | +1.0% |
| 30D | +21.9% | -5.6% | +27.4% | +26.5% |
| 3M | +14.9% | +4.4% | +10.5% | +9.4% |
| 6M | -10.5% | +7.2% | -17.7% | -13.4% |
| All | -10.5% | +7.5% | -18.1% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling