-92.3%
CDE vs MAS
+1,630.9%
-1,723.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.7% | +6.3% |
| 7D | +18.1% | +2.0% | +16.1% | +17.5% |
| 30D | -6.2% | +19.4% | -25.6% | -11.0% |
| 3M | -1.2% | +9.4% | -10.6% | -3.7% |
| 6M | -17.4% | +15.3% | -32.7% | -20.8% |
| YTD | -13.1% | +31.3% | -44.5% | -19.8% |
| 1Y | +7.3% | +34.9% | -27.6% | -1.7% |
| 3Y | +522.0% | +58.6% | +463.4% | +444.6% |
| 5Y | +123.2% | +40.7% | +82.5% | +99.0% |
| 10Y | +37.9% | +220.4% | -182.5% | +0.3% |
| All | -92.3% | +1,630.9% | -1,723.1% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling