-7.9%
CDE vs MKSI
+20.1%
-28.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.1% |
| 7D | -3.1% | +2.7% | -5.8% | -4.4% |
| 30D | +9.5% | -12.8% | +22.3% | +16.7% |
| 3M | +25.5% | -22.5% | +48.0% | +31.4% |
| 6M | -7.9% | +19.4% | -27.3% | -35.1% |
| All | -7.9% | +20.1% | -28.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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