+810.1%
CDE vs MSI
+68.0%
+742.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -2.0% | -4.0% | +2.0% | -0.5% |
| 30D | +15.7% | -0.5% | +16.2% | +15.7% |
| 3M | +30.5% | +11.4% | +19.1% | +22.9% |
| 6M | -7.4% | +1.0% | -8.4% | -8.6% |
| YTD | +17.9% | +20.7% | -2.7% | +3.3% |
| 1Y | +46.7% | -2.7% | +49.4% | +48.7% |
| All | +810.1% | +68.0% | +742.1% | +522.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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