+34.0%
CDE vs XLC
-0.7%
+34.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | 0.0% |
| 7D | -3.1% | +0.5% | -3.6% | -3.7% |
| 30D | +9.5% | +2.1% | +7.4% | +6.5% |
| 3M | +25.5% | +0.7% | +24.8% | +25.0% |
| 6M | -7.9% | -3.2% | -4.7% | -2.6% |
| YTD | +15.6% | -3.8% | +19.3% | +22.2% |
| 1Y | +34.0% | -2.0% | +36.1% | +37.1% |
| All | +34.0% | -0.7% | +34.8% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling