+176.9%
XLE vs CDE
+59.7%
+117.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | -0.3% |
| 7D | +0.5% | -6.1% | +6.5% | +1.1% |
| 30D | +6.6% | +9.5% | -2.9% | +5.3% |
| 3M | +12.3% | +32.0% | -19.7% | +8.1% |
| 6M | +18.4% | -12.8% | +31.2% | +18.2% |
| YTD | +47.2% | +14.2% | +33.0% | +41.2% |
| 1Y | +50.3% | +36.3% | +14.0% | +39.5% |
| 3Y | +55.3% | +821.4% | -766.1% | +6.5% |
| 5Y | +226.0% | +194.3% | +31.7% | +147.4% |
| All | +176.9% | +59.7% | +117.2% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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