+161.8%
CDE vs XLC
+145.0%
+16.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.3% |
| 7D | -3.1% | +0.5% | -3.6% | -3.6% |
| 30D | +9.5% | +2.1% | +7.4% | +7.2% |
| 3M | +25.5% | +0.7% | +24.8% | +24.1% |
| 6M | -7.9% | -3.2% | -4.7% | -4.8% |
| YTD | +15.6% | -3.8% | +19.3% | +20.1% |
| 1Y | +34.0% | -2.0% | +36.1% | +37.2% |
| 3Y | +791.9% | +71.4% | +720.6% | +462.9% |
| 5Y | +197.7% | +40.7% | +157.0% | +120.5% |
| All | +161.8% | +145.0% | +16.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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