+189.0%
CDE vs MKC
-33.0%
+222.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | +9.5% | -3.1% | +12.6% | +10.1% |
| 3M | +25.5% | +5.2% | +20.3% | +23.5% |
| 6M | -7.9% | -12.8% | +4.9% | -4.5% |
| YTD | +15.6% | -23.3% | +38.8% | +23.9% |
| 1Y | +34.0% | -24.1% | +58.2% | +43.8% |
| 3Y | +791.9% | -32.1% | +824.0% | +878.4% |
| All | +189.0% | -33.0% | +222.0% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling