+56.1%
CDE vs XLY
+220.9%
-164.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -3.1% | -1.7% | -1.4% | -1.6% |
| 30D | +9.5% | -4.2% | +13.6% | +13.8% |
| 3M | +25.5% | -2.7% | +28.2% | +28.8% |
| 6M | -7.9% | -0.6% | -7.3% | -6.4% |
| YTD | +15.6% | -5.0% | +20.6% | +22.6% |
| 1Y | +34.0% | -4.1% | +38.1% | +40.4% |
| 3Y | +791.9% | +33.6% | +758.3% | +591.7% |
| 5Y | +197.7% | +28.7% | +169.0% | +133.5% |
| All | +56.1% | +220.9% | -164.8% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling