+14.3%
XLI vs CDE
+40.5%
-26.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -1.7% | -3.1% | +1.5% | -1.4% |
| 30D | -7.3% | +9.5% | -16.7% | -8.2% |
| 3M | -1.3% | +25.5% | -26.8% | -4.1% |
| 6M | +2.2% | -7.9% | +10.1% | +1.3% |
| YTD | +11.7% | +15.6% | -3.8% | +8.8% |
| 1Y | +14.3% | +34.0% | -19.8% | +7.3% |
| All | +14.3% | +40.5% | -26.3% | +7.3% |
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