+20.7%
XLK vs CDE
+0.7%
+20.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.6% |
| 7D | -7.6% | +1.1% | -8.7% | -7.8% |
| 30D | -12.2% | -14.5% | +2.3% | -9.8% |
| 3M | -5.5% | -10.1% | +4.6% | -4.7% |
| 6M | +9.2% | -16.9% | +26.1% | +10.9% |
| YTD | +23.0% | -18.1% | +41.2% | +22.1% |
| 1Y | +20.7% | +5.6% | +15.1% | +13.1% |
| All | +20.7% | +0.7% | +20.0% | +13.1% |
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