+34.0%
CDE vs COP
+52.6%
-18.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | -3.1% | +2.3% | -5.4% | -2.4% |
| 30D | +9.5% | +8.6% | +0.9% | +12.6% |
| 3M | +25.5% | +19.9% | +5.6% | +34.5% |
| 6M | -7.9% | +19.0% | -26.9% | -3.5% |
| YTD | +15.6% | +50.0% | -34.4% | +18.9% |
| 1Y | +34.0% | +50.5% | -16.5% | +33.5% |
| All | +34.0% | +52.6% | -18.6% | +33.5% |
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