+56.1%
CDE vs XRT
+128.2%
-72.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.3% |
| 7D | -3.1% | -3.2% | +0.1% | -1.1% |
| 30D | +9.5% | -4.5% | +14.0% | +12.7% |
| 3M | +25.5% | -3.1% | +28.6% | +27.8% |
| 6M | -7.9% | +4.2% | -12.1% | -10.3% |
| YTD | +15.6% | -0.1% | +15.7% | +16.0% |
| 1Y | +34.0% | -3.0% | +37.1% | +37.0% |
| 3Y | +791.9% | +41.8% | +750.1% | +634.9% |
| 5Y | +197.7% | -1.3% | +199.0% | +190.5% |
| All | +56.1% | +128.2% | -72.1% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling