+137.3%
CDE vs MOS
-31.8%
+169.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.5% |
| 7D | +23.5% | +19.7% | +3.8% | +12.9% |
| 30D | -4.0% | +21.5% | -25.5% | -13.0% |
| 3M | -5.4% | -0.4% | -5.0% | -5.9% |
| 6M | -11.3% | +4.5% | -15.8% | -14.3% |
| YTD | -7.6% | -2.9% | -4.7% | -8.7% |
| 1Y | +12.1% | -7.7% | +19.8% | +13.3% |
| 3Y | +652.0% | -25.6% | +677.6% | +716.2% |
| 5Y | +137.3% | -31.2% | +168.5% | +164.6% |
| All | +137.3% | -31.8% | +169.1% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling