-51.8%
CDE vs XRT
+501.1%
-552.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.1% |
| 7D | +2.3% | -0.3% | +2.5% | +2.5% |
| 30D | +18.8% | -5.6% | +24.4% | +23.9% |
| 3M | +23.5% | +2.5% | +20.9% | +20.9% |
| 6M | -8.6% | +3.7% | -12.3% | -11.1% |
| YTD | +16.0% | +1.0% | +15.0% | +15.6% |
| 1Y | +42.1% | -1.2% | +43.3% | +43.6% |
| 3Y | +835.9% | +43.4% | +792.5% | +631.4% |
| 5Y | +197.6% | -0.7% | +198.3% | +191.7% |
| 10Y | +39.6% | +123.7% | -84.1% | -34.6% |
| All | -51.8% | +501.1% | -552.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling