+56.1%
CDE vs XLU
+140.5%
-84.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | -3.1% | -1.6% | -1.5% | -1.7% |
| 30D | +9.5% | -3.3% | +12.8% | +12.9% |
| 3M | +25.5% | -3.2% | +28.6% | +29.0% |
| 6M | -7.9% | -7.0% | -0.9% | -2.0% |
| YTD | +15.6% | +0.6% | +14.9% | +14.0% |
| 1Y | +34.0% | +2.4% | +31.6% | +30.6% |
| 3Y | +791.9% | +46.3% | +745.7% | +526.3% |
| 5Y | +197.7% | +44.0% | +153.8% | +115.1% |
| All | +56.1% | +140.5% | -84.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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