+1,024.7%
XLE vs CDE
-51.4%
+1,076.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +11.8% | +21.9% | -10.1% | +8.9% |
| 3M | +9.8% | +14.9% | -5.1% | +7.1% |
| 6M | +15.6% | -10.5% | +26.1% | +14.9% |
| YTD | +45.3% | +19.3% | +26.0% | +38.5% |
| 1Y | +48.3% | +50.8% | -2.5% | +36.2% |
| 3Y | +55.4% | +782.3% | -726.9% | +9.8% |
| 5Y | +216.1% | +191.7% | +24.4% | +144.4% |
| 10Y | +178.4% | +57.6% | +120.8% | +104.9% |
| All | +1,024.7% | -51.4% | +1,076.1% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling