+791.9%
CDE vs MCO
+42.6%
+749.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.4% |
| 7D | -3.1% | -3.8% | +0.7% | -1.2% |
| 30D | +9.5% | -0.4% | +9.9% | +9.6% |
| 3M | +25.5% | +7.7% | +17.8% | +20.5% |
| 6M | -7.9% | +7.0% | -14.9% | -11.8% |
| YTD | +15.6% | -6.4% | +22.0% | +18.3% |
| 1Y | +34.0% | -7.6% | +41.7% | +37.7% |
| 3Y | +791.9% | +43.2% | +748.7% | +567.8% |
| All | +791.9% | +42.6% | +749.3% | +567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling