-91.8%
CDE vs MOS
+127.2%
-219.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.7% |
| 7D | +23.5% | +19.7% | +3.8% | +15.8% |
| 30D | -4.0% | +21.5% | -25.5% | -10.5% |
| 3M | -5.4% | -0.4% | -5.0% | -5.7% |
| 6M | -11.3% | +4.5% | -15.8% | -13.3% |
| YTD | -7.6% | -2.9% | -4.7% | -8.0% |
| 1Y | +12.1% | -7.7% | +19.8% | +13.5% |
| 3Y | +652.0% | -25.6% | +677.6% | +710.4% |
| 5Y | +137.3% | -31.2% | +168.5% | +155.1% |
| 10Y | +50.3% | +2.8% | +47.4% | +22.0% |
| All | -91.8% | +127.2% | -219.0% | -92.8% |
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