+810.1%
CDE vs XRT
+40.3%
+769.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +3.3% |
| 7D | -2.0% | -2.4% | +0.4% | +0.4% |
| 30D | +15.7% | -6.9% | +22.6% | +24.2% |
| 3M | +30.5% | -0.4% | +30.9% | +30.3% |
| 6M | -7.4% | +2.2% | -9.6% | -10.1% |
| YTD | +17.9% | -0.7% | +18.6% | +18.5% |
| 1Y | +46.7% | -2.0% | +48.7% | +48.8% |
| All | +810.1% | +40.3% | +769.8% | +494.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling