+56.1%
CDE vs XYZ
+610.4%
-554.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -4.3% | +1.2% | -1.8% |
| 30D | +9.5% | +1.2% | +8.3% | +9.0% |
| 3M | +25.5% | +14.6% | +10.8% | +20.4% |
| 6M | -7.9% | +22.6% | -30.5% | -13.4% |
| YTD | +15.6% | +21.7% | -6.1% | +8.6% |
| 1Y | +34.0% | +6.7% | +27.3% | +30.2% |
| 3Y | +791.9% | +46.8% | +745.1% | +669.1% |
| 5Y | +197.7% | -68.0% | +265.8% | +243.4% |
| All | +56.1% | +610.4% | -554.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling