+194.3%
CDE vs COO
-51.8%
+246.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.7% | +11.5% | +5.4% |
| 7D | -6.1% | -23.3% | +17.3% | +8.9% |
| 30D | +9.5% | -29.5% | +39.0% | +33.3% |
| 3M | +32.0% | -20.0% | +52.0% | +48.3% |
| 6M | -12.8% | -27.2% | +14.4% | +3.7% |
| YTD | +14.2% | -33.9% | +48.1% | +44.6% |
| 1Y | +36.3% | -19.9% | +56.2% | +52.0% |
| 3Y | +821.4% | -38.1% | +859.5% | +1,070.9% |
| 5Y | +194.3% | -52.0% | +246.2% | +280.8% |
| All | +194.3% | -51.8% | +246.1% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling