+5.6%
CDE vs XRT
+18.0%
-12.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.5% | +3.2% | +3.8% |
| 7D | +1.1% | +8.0% | -6.9% | -5.5% |
| 30D | -14.5% | +13.0% | -27.5% | -23.8% |
| 3M | -10.1% | +1.7% | -11.8% | -11.2% |
| 6M | -16.9% | +12.6% | -29.4% | -27.2% |
| YTD | -18.1% | +10.7% | -28.8% | -26.6% |
| 1Y | +5.6% | +18.4% | -12.8% | -8.1% |
| All | +5.6% | +18.0% | -12.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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