+162.8%
CDE vs XLC
+142.6%
+20.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.3% |
| 7D | +2.3% | +0.6% | +1.7% | +1.8% |
| 30D | +18.8% | +0.2% | +18.6% | +18.4% |
| 3M | +23.5% | +0.6% | +22.8% | +22.2% |
| 6M | -8.6% | -4.5% | -4.1% | -4.3% |
| YTD | +16.0% | -4.7% | +20.7% | +21.7% |
| 1Y | +42.1% | -1.7% | +43.7% | +44.9% |
| 3Y | +835.9% | +72.3% | +763.6% | +488.9% |
| 5Y | +197.6% | +37.8% | +159.8% | +124.9% |
| All | +162.8% | +142.6% | +20.2% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling