+56.1%
CDE vs COO
+17.0%
+39.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -3.1% | -22.5% | +19.4% | +9.9% |
| 30D | +9.5% | -29.7% | +39.2% | +30.7% |
| 3M | +25.5% | -20.1% | +45.6% | +39.6% |
| 6M | -7.9% | -26.9% | +19.0% | +7.0% |
| YTD | +15.6% | -34.2% | +49.8% | +42.4% |
| 1Y | +34.0% | -21.3% | +55.3% | +49.1% |
| 3Y | +791.9% | -38.7% | +830.6% | +1,015.7% |
| 5Y | +197.7% | -52.2% | +249.9% | +312.1% |
| All | +56.1% | +17.0% | +39.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling