-89.4%
CDE vs MOS
+155.8%
-245.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.4% |
| 7D | +0.5% | +9.5% | -9.0% | -2.6% |
| 30D | +21.9% | +10.4% | +11.4% | +17.6% |
| 3M | +14.9% | +12.9% | +2.1% | +9.8% |
| 6M | -10.5% | +1.2% | -11.7% | -12.0% |
| YTD | +19.3% | +9.3% | +9.9% | +14.4% |
| 1Y | +50.8% | -18.0% | +68.8% | +58.9% |
| 3Y | +782.3% | -29.0% | +811.3% | +862.7% |
| 5Y | +191.7% | -9.6% | +201.3% | +185.3% |
| 10Y | +57.6% | +6.1% | +51.6% | +26.8% |
| All | -89.4% | +155.8% | -245.2% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling