+50.8%
CDE vs XYL
-23.4%
+74.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.4% |
| 7D | +0.5% | -5.0% | +5.6% | +4.4% |
| 30D | +21.9% | -13.2% | +35.1% | +35.0% |
| 3M | +14.9% | -3.7% | +18.6% | +14.9% |
| 6M | -10.5% | -17.7% | +7.2% | +1.5% |
| YTD | +19.3% | -21.5% | +40.8% | +34.6% |
| 1Y | +50.8% | -24.5% | +75.3% | +81.5% |
| All | +50.8% | -23.4% | +74.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling