+46.7%
CDE vs XLP
+6.1%
+40.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.3% |
| 7D | -2.0% | -2.9% | +0.9% | -2.9% |
| 30D | +15.7% | -2.2% | +17.9% | +14.9% |
| 3M | +30.5% | -0.6% | +31.1% | +30.5% |
| 6M | -7.4% | -2.2% | -5.2% | -7.8% |
| YTD | +17.9% | +8.3% | +9.7% | +26.2% |
| 1Y | +46.7% | +5.7% | +41.0% | +45.6% |
| All | +46.7% | +6.1% | +40.6% | +45.6% |
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