-12.8%
CDE vs MKC
-18.5%
+5.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.2% |
| 7D | -6.1% | -2.8% | -3.2% | -6.4% |
| 30D | +9.5% | -3.4% | +12.9% | +9.0% |
| 3M | +32.0% | +3.8% | +28.2% | +34.3% |
| 6M | -12.8% | -17.9% | +5.1% | -13.3% |
| All | -12.8% | -18.5% | +5.7% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling