+411.2%
XLF vs CDE
-53.5%
+464.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.1% |
| 7D | -2.9% | -6.1% | +3.2% | -2.5% |
| 30D | -1.6% | +9.5% | -11.1% | -2.3% |
| 3M | +9.3% | +32.0% | -22.7% | +6.7% |
| 6M | +14.6% | -12.8% | +27.4% | +14.7% |
| YTD | +4.7% | +14.2% | -9.5% | +2.3% |
| 1Y | +8.6% | +36.3% | -27.7% | +4.2% |
| 3Y | +73.9% | +821.4% | -747.5% | +41.0% |
| 5Y | +65.0% | +194.3% | -129.2% | +41.1% |
| 10Y | +250.4% | +53.2% | +197.2% | +189.8% |
| All | +411.2% | -53.5% | +464.7% | +274.4% |
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