+5.6%
CDE vs COP
+61.7%
-56.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.2% | +13.9% | +6.7% |
| 7D | +1.1% | -8.1% | +9.2% | -1.8% |
| 30D | -14.5% | +6.7% | -21.1% | -12.6% |
| 3M | -10.1% | +16.9% | -26.9% | -3.8% |
| 6M | -16.9% | +11.2% | -28.1% | -11.7% |
| YTD | -18.1% | +49.5% | -67.6% | -13.9% |
| 1Y | +5.6% | +60.7% | -55.1% | +10.9% |
| All | +5.6% | +61.7% | -56.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling