+47.7%
XLE vs CDE
-12.1%
+59.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +0.9% |
| 7D | +5.4% | -9.6% | +15.1% | +5.0% |
| 30D | -3.9% | -6.7% | +2.7% | -4.0% |
| 3M | +7.0% | -24.2% | +31.2% | +6.4% |
| 6M | +14.2% | -29.1% | +43.3% | +14.0% |
| YTD | +48.2% | -21.5% | +69.7% | +46.4% |
| 1Y | +47.7% | -7.4% | +55.1% | +44.3% |
| All | +47.7% | -12.1% | +59.8% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling