-60.0%
CDE vs XHB
+163.2%
-223.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.6% |
| 7D | -2.0% | -1.9% | 0.0% | -0.8% |
| 30D | +15.7% | -8.3% | +24.0% | +22.4% |
| 3M | +30.5% | -7.1% | +37.7% | +36.9% |
| 6M | -7.4% | -5.3% | -2.1% | -3.6% |
| YTD | +17.9% | -3.2% | +21.1% | +21.2% |
| 1Y | +46.7% | -13.9% | +60.6% | +61.4% |
| 3Y | +851.3% | +24.9% | +826.4% | +729.4% |
| 5Y | +202.9% | +34.5% | +168.4% | +146.2% |
| 10Y | +58.2% | +215.5% | -157.3% | -25.2% |
| All | -60.0% | +163.2% | -223.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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