+612.2%
CDE vs MS
+175.7%
+436.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.3% |
| 7D | -2.3% | +3.7% | -5.9% | -5.0% |
| 30D | -12.1% | +2.0% | -14.0% | -13.3% |
| 3M | -23.9% | -12.6% | -11.4% | -15.8% |
| 6M | -29.0% | -0.3% | -28.8% | -27.9% |
| YTD | -19.7% | +9.0% | -28.7% | -24.0% |
| 1Y | -8.4% | +13.9% | -22.3% | -15.8% |
| All | +612.2% | +175.7% | +436.5% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling