+57.0%
XLE vs CDE
+811.2%
-754.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.1% |
| 30D | +12.6% | +18.8% | -6.2% | +11.8% |
| 3M | +11.8% | +23.5% | -11.6% | +10.6% |
| 6M | +16.1% | -8.6% | +24.7% | +16.3% |
| YTD | +46.9% | +16.0% | +30.9% | +44.0% |
| 1Y | +53.3% | +42.1% | +11.2% | +46.9% |
| All | +57.0% | +811.2% | -754.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling