+55.1%
CDE vs XLP
+135.7%
-80.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.5% |
| 7D | -2.3% | -0.2% | -2.0% | -2.1% |
| 30D | -12.1% | +8.2% | -20.2% | -18.7% |
| 3M | -23.9% | +7.7% | -31.7% | -29.6% |
| 6M | -29.0% | +9.3% | -38.3% | -36.3% |
| YTD | -19.7% | +19.5% | -39.2% | -34.3% |
| 1Y | -8.4% | +21.0% | -29.4% | -26.1% |
| 3Y | +578.5% | +43.2% | +535.3% | +347.4% |
| 5Y | +100.2% | +42.7% | +57.5% | +33.9% |
| All | +55.1% | +135.7% | -80.6% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling