+1,093.3%
XLI vs CDE
-51.9%
+1,145.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.6% |
| 7D | -0.6% | -2.0% | +1.4% | -0.4% |
| 30D | -6.9% | +15.7% | -22.6% | -7.9% |
| 3M | -1.9% | +30.5% | -32.4% | -4.0% |
| 6M | +1.0% | -7.4% | +8.4% | +0.8% |
| YTD | +11.3% | +17.9% | -6.6% | +8.9% |
| 1Y | +15.8% | +46.7% | -30.9% | +11.1% |
| 3Y | +69.8% | +851.3% | -781.5% | +40.6% |
| 5Y | +80.9% | +202.9% | -122.0% | +57.1% |
| 10Y | +257.2% | +58.2% | +199.0% | +201.3% |
| All | +1,093.3% | -51.9% | +1,145.2% | +851.3% |
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 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