+5.6%
CDE vs XLY
+3.2%
+2.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.3% | +4.5% | +2.5% |
| 7D | +1.1% | +6.1% | -5.0% | -7.0% |
| 30D | -14.5% | +10.8% | -25.3% | -26.1% |
| 3M | -10.1% | +3.6% | -13.7% | -14.3% |
| 6M | -16.9% | +4.4% | -21.2% | -21.0% |
| YTD | -18.1% | +3.1% | -21.2% | -20.3% |
| 1Y | +5.6% | +3.6% | +2.0% | +2.1% |
| All | +5.6% | +3.2% | +2.5% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling