-12.8%
CDE vs COF
+11.6%
-24.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -1.9% |
| 7D | -6.1% | -6.1% | 0.0% | -1.7% |
| 30D | +9.5% | -5.2% | +14.6% | +13.3% |
| 3M | +32.0% | +17.0% | +15.0% | +15.5% |
| 6M | -12.8% | +12.9% | -25.7% | -23.1% |
| All | -12.8% | +11.6% | -24.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 6mo: compounded portfolio wealth divided by compounded COF 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…
6mo analysis · Full analysis span regression · 6 months rolling