+889.2%
XLV vs CDE
-52.9%
+942.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +7.8% | +25.5% | -17.7% | +6.7% |
| 6M | +9.1% | -7.9% | +17.0% | +9.0% |
| YTD | +7.7% | +15.6% | -7.8% | +6.5% |
| 1Y | +20.4% | +34.0% | -13.6% | +18.1% |
| 3Y | +30.8% | +791.9% | -761.1% | +18.3% |
| 5Y | +34.6% | +197.7% | -163.1% | +24.6% |
| 10Y | +173.4% | +55.0% | +118.3% | +148.7% |
| All | +889.2% | -52.9% | +942.1% | +779.9% |
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