-92.3%
CDE vs MOS
+129.4%
-221.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -7.4% |
| 7D | +14.0% | +24.8% | -10.8% | +5.4% |
| 30D | -10.7% | +22.7% | -33.4% | -17.1% |
| 3M | -15.8% | -1.2% | -14.5% | -15.8% |
| 6M | -17.5% | +5.5% | -23.1% | -19.7% |
| YTD | -14.1% | -2.0% | -12.2% | -14.8% |
| 1Y | +2.9% | -7.9% | +10.9% | +4.2% |
| 3Y | +625.5% | -25.0% | +650.4% | +679.2% |
| 5Y | +117.1% | -27.7% | +144.9% | +129.7% |
| 10Y | +52.9% | -1.6% | +54.5% | +26.3% |
| All | -92.3% | +129.4% | -221.8% | -93.3% |
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