+26.3%
CDE vs COPX
+179.5%
-153.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.1% | -2.3% | -0.8% | -1.5% |
| 30D | +9.5% | +0.3% | +9.2% | +8.8% |
| 3M | +25.5% | +6.8% | +18.7% | +18.8% |
| 6M | -7.9% | +7.9% | -15.8% | -12.8% |
| YTD | +15.6% | +23.7% | -8.2% | -2.8% |
| 1Y | +34.0% | +71.5% | -37.5% | -14.6% |
| 3Y | +791.9% | +149.1% | +642.8% | +326.0% |
| 5Y | +197.7% | +167.3% | +30.4% | +36.8% |
| 10Y | +55.0% | +568.5% | -513.5% | -68.6% |
| All | +26.3% | +179.5% | -153.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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