+99.7%
CDE vs XRT
-4.8%
+104.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.6% |
| 7D | -9.6% | +1.7% | -11.4% | -10.7% |
| 30D | -6.7% | +7.5% | -14.2% | -12.2% |
| 3M | -24.2% | +2.2% | -26.4% | -25.8% |
| 6M | -29.1% | +14.7% | -43.8% | -36.8% |
| YTD | -21.5% | +7.5% | -29.0% | -26.0% |
| 1Y | -7.4% | +14.1% | -21.5% | -16.7% |
| 3Y | +596.3% | +58.8% | +537.5% | +395.6% |
| All | +99.7% | -4.8% | +104.5% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling