-88.8%
CDE vs MCO
+7,284.8%
-7,373.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.6% |
| 7D | -6.1% | -7.3% | +1.3% | -3.6% |
| 30D | +9.5% | -1.7% | +11.2% | +10.1% |
| 3M | +32.0% | +3.9% | +28.1% | +30.1% |
| 6M | -12.8% | +3.8% | -16.6% | -14.3% |
| YTD | +14.2% | -7.9% | +22.1% | +16.4% |
| 1Y | +36.3% | -6.8% | +43.1% | +37.6% |
| 3Y | +821.4% | +40.9% | +780.5% | +710.7% |
| 5Y | +194.3% | +27.5% | +166.8% | +164.9% |
| 10Y | +53.2% | +381.4% | -328.2% | -6.2% |
| All | -88.8% | +7,284.8% | -7,373.6% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling