+791.9%
CDE vs XYL
+15.7%
+776.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -4.1% |
| 30D | +9.5% | -11.9% | +21.4% | +20.2% |
| 3M | +25.5% | -1.5% | +27.0% | +25.0% |
| 6M | -7.9% | -11.9% | +4.0% | +0.5% |
| YTD | +15.6% | -20.6% | +36.1% | +34.8% |
| 1Y | +34.0% | -23.5% | +57.6% | +61.3% |
| 3Y | +791.9% | +14.9% | +777.1% | +645.2% |
| All | +791.9% | +15.7% | +776.2% | +645.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling