+845.1%
CDE vs MOS
-25.5%
+870.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.6% |
| 7D | +0.5% | +9.5% | -9.0% | -4.0% |
| 30D | +21.9% | +10.4% | +11.4% | +15.6% |
| 3M | +14.9% | +12.9% | +2.1% | +7.4% |
| 6M | -10.5% | +1.2% | -11.7% | -13.3% |
| YTD | +19.3% | +9.3% | +9.9% | +11.7% |
| 1Y | +50.8% | -18.0% | +68.8% | +61.9% |
| All | +845.1% | -25.5% | +870.6% | +887.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 3y: compounded portfolio wealth divided by compounded MOS 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…
3y analysis · Full analysis span regression · 6 months rolling