+522.0%
CDE vs XLP
+42.1%
+479.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | +18.1% | +0.7% | +17.4% | +17.8% |
| 30D | -6.2% | +10.3% | -16.5% | -9.3% |
| 3M | -1.2% | +6.5% | -7.7% | -3.3% |
| 6M | -17.4% | +8.4% | -25.8% | -20.3% |
| YTD | -13.1% | +18.2% | -31.3% | -20.5% |
| 1Y | +7.3% | +22.4% | -15.2% | -4.1% |
| 3Y | +522.0% | +41.9% | +480.1% | +299.2% |
| All | +522.0% | +42.1% | +479.9% | +299.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling