+120.4%
XLK vs CDE
+807.6%
-687.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +0.2% | -3.1% | +3.3% | +0.6% |
| 30D | -0.6% | +9.5% | -10.1% | -2.0% |
| 3M | +2.6% | +25.5% | -22.9% | -1.2% |
| 6M | +34.0% | -7.9% | +41.9% | +33.2% |
| YTD | +30.7% | +15.6% | +15.1% | +25.5% |
| 1Y | +39.2% | +34.0% | +5.2% | +30.0% |
| 3Y | +120.4% | +791.9% | -671.5% | +67.6% |
| All | +120.4% | +807.6% | -687.2% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling