+56.1%
CDE vs XLB
+163.8%
-107.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.7% |
| 7D | -3.1% | -2.8% | -0.3% | +0.6% |
| 30D | +9.5% | -3.1% | +12.6% | +14.3% |
| 3M | +25.5% | -0.2% | +25.6% | +26.9% |
| 6M | -7.9% | +3.1% | -11.0% | -9.3% |
| YTD | +15.6% | +13.3% | +2.3% | +2.4% |
| 1Y | +34.0% | +12.0% | +22.0% | +21.3% |
| 3Y | +791.9% | +31.4% | +760.5% | +596.9% |
| 5Y | +197.7% | +33.9% | +163.8% | +134.6% |
| All | +56.1% | +163.8% | -107.7% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling