-67.4%
CDE vs XRT
+539.9%
-607.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.5% |
| 7D | -9.6% | +1.7% | -11.4% | -10.6% |
| 30D | -6.7% | +7.5% | -14.2% | -11.8% |
| 3M | -24.2% | +2.2% | -26.4% | -25.7% |
| 6M | -29.1% | +14.7% | -43.8% | -36.1% |
| YTD | -21.5% | +7.5% | -29.0% | -25.5% |
| 1Y | -7.4% | +14.1% | -21.5% | -15.9% |
| 3Y | +596.3% | +58.8% | +537.5% | +403.2% |
| 5Y | +95.7% | -3.9% | +99.7% | +96.9% |
| 10Y | +53.0% | +137.7% | -84.7% | -31.4% |
| All | -67.4% | +539.9% | -607.3% | -95.1% |
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 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