+5.6%
CDE vs XLP
+24.3%
-18.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.4% | +5.4% | +9.2% |
| 7D | +1.1% | +5.9% | -4.8% | +2.2% |
| 30D | -14.5% | +13.5% | -27.9% | -12.9% |
| 3M | -10.1% | +8.4% | -18.5% | -8.8% |
| 6M | -16.9% | +11.5% | -28.4% | -16.1% |
| YTD | -18.1% | +20.6% | -38.8% | -16.8% |
| 1Y | +5.6% | +24.3% | -18.7% | +5.7% |
| All | +5.6% | +24.3% | -18.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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