-48.5%
CDE vs XLP
+523.7%
-572.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.4% |
| 7D | +0.5% | -1.0% | +1.5% | +1.2% |
| 30D | +21.9% | -0.9% | +22.7% | +22.4% |
| 3M | +14.9% | +3.8% | +11.1% | +10.9% |
| 6M | -10.5% | -1.7% | -8.8% | -10.3% |
| YTD | +19.3% | +10.3% | +9.0% | +10.1% |
| 1Y | +50.8% | +7.8% | +43.0% | +40.9% |
| 3Y | +782.3% | +27.2% | +755.1% | +634.4% |
| 5Y | +191.7% | +32.5% | +159.2% | +138.8% |
| 10Y | +57.6% | +101.8% | -44.2% | +2.8% |
| All | -48.5% | +523.7% | -572.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling