-46.8%
CDE vs MKSI
+2,222.5%
-2,269.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | -3.1% | +2.7% | -5.8% | -3.8% |
| 30D | +9.5% | -12.8% | +22.3% | +13.1% |
| 3M | +25.5% | -22.5% | +48.0% | +32.5% |
| 6M | -7.9% | +19.4% | -27.3% | -12.5% |
| YTD | +15.6% | +67.7% | -52.2% | +0.8% |
| 1Y | +34.0% | +131.4% | -97.4% | +7.5% |
| 3Y | +791.9% | +197.3% | +594.6% | +561.5% |
| 5Y | +197.7% | +87.0% | +110.8% | +137.7% |
| 10Y | +55.0% | +522.1% | -467.1% | -6.1% |
| All | -46.8% | +2,222.5% | -2,269.4% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling