-93.0%
CDE vs MSI
+4,605.3%
-4,698.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -9.6% | +3.2% | -12.9% | -10.1% |
| 30D | -6.7% | +17.6% | -24.3% | -9.3% |
| 3M | -24.2% | +14.5% | -38.7% | -26.1% |
| 6M | -29.1% | +34.3% | -63.4% | -33.0% |
| YTD | -21.5% | +39.7% | -61.2% | -26.6% |
| 1Y | -7.4% | +40.2% | -47.5% | -13.4% |
| 3Y | +596.3% | +77.1% | +519.2% | +527.2% |
| 5Y | +95.7% | +124.0% | -28.3% | +70.0% |
| 10Y | +53.0% | +665.5% | -612.5% | +11.7% |
| All | -93.0% | +4,605.3% | -4,698.3% | -95.3% |
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