-89.4%
CDE vs MSI
+4,035.2%
-4,124.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.5% | -3.7% | +4.2% | +1.1% |
| 30D | +21.9% | +6.8% | +15.0% | +20.1% |
| 3M | +14.9% | +14.3% | +0.6% | +11.8% |
| 6M | -10.5% | -1.6% | -8.9% | -10.8% |
| YTD | +19.3% | +22.8% | -3.5% | +14.2% |
| 1Y | +50.8% | -1.1% | +51.9% | +49.9% |
| 3Y | +782.3% | +70.5% | +711.8% | +701.3% |
| 5Y | +191.7% | +102.8% | +88.9% | +157.9% |
| 10Y | +57.6% | +597.4% | -539.8% | +17.2% |
| All | -89.4% | +4,035.2% | -4,124.6% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling