-89.4%
CDE vs MAS
+1,430.5%
-1,519.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +21.9% | -5.6% | +27.4% | +23.9% |
| 3M | +14.9% | +4.4% | +10.5% | +13.4% |
| 6M | -10.5% | +7.2% | -17.7% | -12.2% |
| YTD | +19.3% | +16.1% | +3.2% | +14.2% |
| 1Y | +50.8% | +0.1% | +50.7% | +50.0% |
| 3Y | +782.3% | +28.3% | +754.0% | +718.8% |
| 5Y | +191.7% | +30.5% | +161.2% | +165.9% |
| 10Y | +57.6% | +139.1% | -81.5% | +23.2% |
| All | -89.4% | +1,430.5% | -1,519.8% | -94.1% |
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