+35.5%
XLV vs CDE
+196.4%
-161.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -3.6% | -3.1% | -0.4% | -3.4% |
| 30D | -1.8% | +9.5% | -11.3% | -2.3% |
| 3M | +7.8% | +25.5% | -17.7% | +6.3% |
| 6M | +9.1% | -7.9% | +17.0% | +8.9% |
| YTD | +7.7% | +15.6% | -7.8% | +5.9% |
| 1Y | +20.4% | +34.0% | -13.6% | +16.9% |
| 3Y | +30.8% | +791.9% | -761.1% | +10.0% |
| All | +35.5% | +196.4% | -161.0% | +18.0% |
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