+194.3%
CDE vs XLC
+37.9%
+156.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.7% |
| 7D | -6.1% | -1.7% | -4.4% | -4.6% |
| 30D | +9.5% | +0.2% | +9.3% | +9.1% |
| 3M | +32.0% | +0.7% | +31.3% | +30.5% |
| 6M | -12.8% | -4.5% | -8.3% | -8.7% |
| YTD | +14.2% | -4.7% | +18.9% | +19.8% |
| 1Y | +36.3% | -1.5% | +37.8% | +38.9% |
| 3Y | +821.4% | +72.2% | +749.2% | +494.2% |
| 5Y | +194.3% | +39.3% | +154.9% | +103.6% |
| All | +194.3% | +37.9% | +156.4% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling