-60.5%
CDE vs MKTX
+1,442.6%
-1,503.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | +9.5% | +0.7% | +8.7% | +9.2% |
| 3M | +25.5% | +40.8% | -15.3% | +10.8% |
| 6M | -7.9% | -8.0% | +0.1% | -7.1% |
| YTD | +15.6% | -8.7% | +24.3% | +16.8% |
| 1Y | +34.0% | -11.8% | +45.9% | +36.5% |
| 3Y | +791.9% | -24.0% | +815.9% | +825.3% |
| 5Y | +197.7% | -60.3% | +258.1% | +273.9% |
| 10Y | +55.0% | +5.0% | +50.1% | +37.5% |
| All | -60.5% | +1,442.6% | -1,503.1% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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