-89.7%
CDE vs COP
+4,564.1%
-4,653.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | +18.8% | +15.6% | +3.2% | +10.9% |
| 3M | +23.5% | +14.3% | +9.1% | +14.4% |
| 6M | -8.6% | +17.0% | -25.6% | -18.0% |
| YTD | +16.0% | +47.4% | -31.4% | -7.3% |
| 1Y | +42.1% | +52.4% | -10.3% | +11.0% |
| 3Y | +835.9% | +20.8% | +815.1% | +697.0% |
| 5Y | +197.6% | +191.7% | +5.9% | +61.8% |
| 10Y | +39.6% | +325.1% | -285.5% | -46.6% |
| All | -89.7% | +4,564.1% | -4,653.8% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling