+52.9%
CDE vs MS
+576.8%
-523.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | +14.0% | +0.8% | +13.2% | +13.5% |
| 30D | -10.7% | -0.7% | -10.0% | -10.2% |
| 3M | -15.8% | -12.4% | -3.4% | -9.7% |
| 6M | -17.5% | -1.7% | -15.8% | -15.9% |
| YTD | -14.1% | +8.0% | -22.2% | -16.7% |
| 1Y | +2.9% | +16.2% | -13.3% | -3.5% |
| 3Y | +625.5% | +171.3% | +454.2% | +350.9% |
| 5Y | +117.1% | +124.8% | -7.6% | +44.4% |
| 10Y | +52.9% | +553.7% | -500.7% | -12.2% |
| All | +52.9% | +576.8% | -523.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling