-22.8%
CDW vs XME
+179.6%
-202.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.5% |
| 7D | -3.9% | +3.6% | -7.5% | -5.0% |
| 30D | +6.9% | +3.6% | +3.3% | +5.6% |
| 3M | +7.7% | +1.2% | +6.5% | +6.7% |
| 6M | +18.3% | +9.0% | +9.3% | +12.8% |
| YTD | +7.8% | +15.9% | -8.2% | -0.9% |
| 1Y | -12.2% | +43.2% | -55.4% | -26.5% |
| 3Y | -28.9% | +137.4% | -166.3% | -52.7% |
| 5Y | -22.8% | +185.0% | -207.8% | -53.6% |
| All | -22.8% | +179.6% | -202.4% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling