+46.7%
CDE vs MS
+48.4%
-1.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +2.1% |
| 7D | -2.0% | +1.7% | -3.6% | -3.6% |
| 30D | +15.7% | 0.0% | +15.7% | +15.3% |
| 3M | +30.5% | +3.0% | +27.5% | +27.0% |
| 6M | -7.4% | +35.7% | -43.1% | -29.9% |
| YTD | +17.9% | +23.3% | -5.4% | -4.7% |
| 1Y | +46.7% | +44.7% | +2.0% | -4.7% |
| All | +46.7% | +48.4% | -1.7% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling