+50.8%
CDE vs XLP
+7.6%
+43.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.1% |
| 7D | +0.5% | -1.0% | +1.5% | +0.2% |
| 30D | +21.9% | -0.9% | +22.7% | +21.5% |
| 3M | +14.9% | +3.8% | +11.1% | +15.7% |
| 6M | -10.5% | -1.7% | -8.8% | -10.6% |
| YTD | +19.3% | +10.3% | +9.0% | +28.1% |
| 1Y | +50.8% | +7.8% | +43.0% | +52.2% |
| All | +50.8% | +7.6% | +43.2% | +52.2% |
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