+179.2%
XLE vs CDE
+57.8%
+121.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +5.4% | -9.6% | +15.1% | +6.4% |
| 30D | -3.9% | -6.7% | +2.7% | -3.6% |
| 3M | +7.0% | -24.2% | +31.2% | +9.4% |
| 6M | +14.2% | -29.1% | +43.3% | +16.6% |
| YTD | +48.2% | -21.5% | +69.7% | +47.1% |
| 1Y | +47.7% | -7.4% | +55.1% | +43.4% |
| 3Y | +70.0% | +596.3% | -526.3% | +20.0% |
| 5Y | +169.1% | +95.7% | +73.4% | +113.0% |
| All | +179.2% | +57.8% | +121.4% | +94.0% |
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