+197.6%
CDE vs XLP
+33.4%
+164.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.2% |
| 7D | +2.3% | -1.4% | +3.7% | +3.5% |
| 30D | +18.8% | -1.3% | +20.1% | +19.8% |
| 3M | +23.5% | +1.8% | +21.6% | +20.2% |
| 6M | -8.6% | -0.8% | -7.8% | -9.2% |
| YTD | +16.0% | +9.5% | +6.5% | +4.4% |
| 1Y | +42.1% | +7.2% | +34.9% | +30.0% |
| 3Y | +835.9% | +27.1% | +808.8% | +585.5% |
| 5Y | +197.6% | +32.0% | +165.6% | +113.4% |
| All | +197.6% | +33.4% | +164.2% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling