-83.6%
CDE vs MS
+6,088.6%
-6,172.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | +1.4% | -0.9% | +0.2% |
| 30D | +21.9% | -0.3% | +22.1% | +21.9% |
| 3M | +14.9% | +0.3% | +14.6% | +15.2% |
| 6M | -10.5% | +31.3% | -41.8% | -15.2% |
| YTD | +19.3% | +24.7% | -5.4% | +14.3% |
| 1Y | +50.8% | +47.9% | +2.9% | +39.8% |
| 3Y | +782.3% | +178.3% | +604.0% | +621.4% |
| 5Y | +191.7% | +144.9% | +46.8% | +144.1% |
| 10Y | +57.6% | +804.5% | -746.9% | +2.8% |
| All | -83.6% | +6,088.6% | -6,172.2% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling