+81.8%
XLI vs CDE
+196.4%
-114.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 6M | +2.2% | -7.9% | +10.1% | +1.9% |
| YTD | +11.7% | +15.6% | -3.8% | +8.4% |
| 1Y | +14.3% | +34.0% | -19.8% | +8.6% |
| 3Y | +70.3% | +791.9% | -721.6% | +29.7% |
| All | +81.8% | +196.4% | -114.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling