-50.1%
CDE vs XLU
+621.3%
-671.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.1% | -1.6% | -1.5% | -2.0% |
| 30D | +9.5% | -3.3% | +12.8% | +12.1% |
| 3M | +25.5% | -3.2% | +28.6% | +28.3% |
| 6M | -7.9% | -7.0% | -0.9% | -3.2% |
| YTD | +15.6% | +0.6% | +14.9% | +14.5% |
| 1Y | +34.0% | +2.4% | +31.6% | +31.6% |
| 3Y | +791.9% | +46.3% | +745.7% | +585.5% |
| 5Y | +197.7% | +44.0% | +153.8% | +134.0% |
| 10Y | +55.0% | +140.1% | -85.0% | -12.5% |
| All | -50.1% | +621.3% | -671.3% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling