+301.5%
CDW vs XME
+266.4%
+35.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.6% |
| 7D | +9.1% | +5.3% | +3.7% | +6.8% |
| 30D | +13.7% | -8.2% | +21.9% | +17.3% |
| 3M | +27.0% | -18.4% | +45.4% | +37.0% |
| 6M | +75.9% | -22.8% | +98.7% | +91.8% |
| YTD | +28.9% | -7.9% | +36.8% | +27.3% |
| 1Y | +19.6% | -0.9% | +20.5% | +14.1% |
| 3Y | -14.6% | +96.0% | -110.6% | -41.8% |
| 5Y | -3.2% | +110.3% | -113.5% | -38.3% |
| All | +301.5% | +266.4% | +35.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling