+1,047.3%
XLE vs CDE
-68.0%
+1,115.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +5.4% | -9.6% | +15.1% | +6.5% |
| 30D | -3.9% | -6.7% | +2.7% | -3.5% |
| 3M | +7.0% | -24.2% | +31.2% | +9.6% |
| 6M | +14.2% | -29.1% | +43.3% | +16.7% |
| YTD | +48.2% | -21.5% | +69.7% | +47.3% |
| 1Y | +47.7% | -7.4% | +55.1% | +43.6% |
| 3Y | +70.0% | +596.3% | -526.3% | +23.1% |
| 5Y | +169.1% | +95.7% | +73.4% | +116.9% |
| 10Y | +180.7% | +53.0% | +127.8% | +106.6% |
| All | +1,047.3% | -68.0% | +1,115.3% | +640.0% |
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