+34.0%
CDE vs XLB
+14.5%
+19.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.4% |
| 7D | -3.1% | -2.8% | -0.3% | +3.2% |
| 30D | +9.5% | -3.1% | +12.6% | +17.4% |
| 3M | +25.5% | -0.2% | +25.6% | +27.0% |
| 6M | -7.9% | +3.1% | -11.0% | -11.2% |
| YTD | +15.6% | +13.3% | +2.3% | -3.6% |
| 1Y | +34.0% | +12.0% | +22.0% | +9.4% |
| All | +34.0% | +14.5% | +19.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling