-88.1%
CDE vs COF
+5,555.9%
-5,644.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -3.1% | -5.1% | +2.0% | -2.1% |
| 30D | +9.5% | -6.0% | +15.5% | +10.8% |
| 3M | +25.5% | +14.8% | +10.7% | +22.3% |
| 6M | -7.9% | +15.3% | -23.2% | -10.3% |
| YTD | +15.6% | -13.0% | +28.6% | +18.4% |
| 1Y | +34.0% | -5.7% | +39.8% | +34.9% |
| 3Y | +791.9% | +118.1% | +673.8% | +658.1% |
| 5Y | +197.7% | +46.2% | +151.5% | +169.5% |
| 10Y | +55.0% | +246.1% | -191.0% | +16.6% |
| All | -88.1% | +5,555.9% | -5,644.0% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling