-93.0%
CDE vs COO
+5,381.5%
-5,474.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.3% |
| 7D | -9.6% | +0.5% | -10.1% | -9.7% |
| 30D | -6.7% | +14.2% | -20.8% | -7.9% |
| 3M | -24.2% | -18.2% | -6.0% | -22.9% |
| 6M | -29.1% | +5.3% | -34.4% | -29.7% |
| YTD | -21.5% | -23.6% | +2.1% | -19.6% |
| 1Y | -7.4% | -12.7% | +5.3% | -6.4% |
| 3Y | +596.3% | -24.2% | +620.5% | +613.5% |
| 5Y | +95.7% | -40.0% | +135.7% | +104.8% |
| 10Y | +53.0% | +41.6% | +11.4% | +50.5% |
| All | -93.0% | +5,381.5% | -5,474.5% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling